+91.8%
OKTA vs CDW
-29.2%
+121.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | +0.9% |
| 7D | +0.7% | -3.9% | +4.6% | +2.7% |
| 30D | +13.0% | +6.9% | +6.1% | +10.0% |
| 3M | +43.4% | +7.7% | +35.7% | +37.0% |
| 6M | +107.6% | +18.3% | +89.3% | +86.3% |
| YTD | +93.8% | +7.8% | +86.1% | +80.9% |
| 1Y | +80.8% | -12.2% | +93.0% | +85.4% |
| 3Y | +91.8% | -28.9% | +120.7% | +94.6% |
| All | +91.8% | -29.2% | +121.0% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling