+612.9%
OKTA vs CF
+481.0%
+131.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | +13.0% | +18.1% | -5.1% | +10.2% |
| 3M | +43.4% | +23.4% | +20.1% | +38.6% |
| 6M | +107.6% | +17.1% | +90.5% | +100.0% |
| YTD | +93.8% | +76.2% | +17.6% | +74.4% |
| 1Y | +80.8% | +62.3% | +18.6% | +64.6% |
| 3Y | +91.8% | +71.8% | +20.0% | +70.4% |
| 5Y | -36.4% | +234.6% | -270.9% | -52.2% |
| All | +612.9% | +481.0% | +131.9% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling