+676.4%
OKTA vs CF
+440.3%
+236.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +6.6% | +5.4% | +1.3% | +5.9% |
| 30D | -19.4% | +6.5% | -26.0% | -20.2% |
| 3M | +23.9% | +4.6% | +19.3% | +22.7% |
| 6M | +130.9% | -3.3% | +134.2% | +130.4% |
| YTD | +111.1% | +63.9% | +47.2% | +91.4% |
| 1Y | +115.5% | +50.4% | +65.1% | +98.1% |
| 3Y | +169.4% | +68.2% | +101.1% | +139.0% |
| 5Y | -30.2% | +113.8% | -144.0% | -42.9% |
| All | +676.4% | +440.3% | +236.1% | +382.3% |
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