+625.6%
OKTA vs CDW
+196.7%
+429.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +2.6% | +3.2% | -0.5% | +0.9% |
| 30D | +16.0% | +9.3% | +6.7% | +10.6% |
| 3M | +38.2% | +9.8% | +28.4% | +29.6% |
| 6M | +137.8% | +23.3% | +114.5% | +105.5% |
| YTD | +97.3% | +13.7% | +83.6% | +77.5% |
| 1Y | +90.1% | -6.5% | +96.6% | +90.0% |
| 3Y | +98.0% | -25.2% | +123.2% | +119.1% |
| 5Y | -36.9% | -19.5% | -17.4% | -33.7% |
| All | +625.6% | +196.7% | +429.0% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling