+119.7%
OKTA vs CF
+35.9%
+83.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.3% |
| 7D | -14.2% | -6.9% | -7.3% | -14.7% |
| 30D | -12.5% | -3.7% | -8.7% | -12.7% |
| 3M | +29.2% | -5.0% | +34.2% | +29.0% |
| 6M | +147.3% | -10.5% | +157.8% | +148.8% |
| YTD | +120.9% | +46.5% | +74.4% | +119.4% |
| 1Y | +119.7% | +34.8% | +84.9% | +125.2% |
| All | +119.7% | +35.9% | +83.8% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling