-36.4%
OKTA vs CDW
-22.8%
-13.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | +1.5% |
| 7D | +0.7% | -3.9% | +4.6% | +3.2% |
| 30D | +13.0% | +6.9% | +6.1% | +8.9% |
| 3M | +43.4% | +7.7% | +35.7% | +34.9% |
| 6M | +107.6% | +18.3% | +89.3% | +79.9% |
| YTD | +93.8% | +7.8% | +86.1% | +77.1% |
| 1Y | +80.8% | -12.2% | +93.0% | +88.5% |
| 3Y | +91.8% | -28.9% | +120.7% | +120.1% |
| 5Y | -36.4% | -22.8% | -13.6% | -39.4% |
| All | -36.4% | -22.8% | -13.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling