-29.8%
OKTA vs CDW
-3.3%
-26.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | +6.6% | +9.1% | -2.4% | +1.1% |
| 30D | -19.4% | +13.7% | -33.1% | -25.7% |
| 3M | +23.9% | +27.0% | -3.1% | +6.1% |
| 6M | +130.9% | +75.9% | +55.0% | +59.7% |
| YTD | +111.1% | +28.9% | +82.2% | +70.5% |
| 1Y | +115.5% | +19.6% | +95.9% | +83.1% |
| 3Y | +169.4% | -14.6% | +184.0% | +172.3% |
| All | -29.8% | -3.3% | -26.4% | -40.0% |
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