+658.7%
OKTA vs CF
+429.2%
+229.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | +0.1% |
| 7D | -6.0% | +4.8% | -10.7% | -6.6% |
| 30D | -23.2% | +9.7% | -32.9% | -24.3% |
| 3M | +18.3% | +1.2% | +17.1% | +17.6% |
| 6M | +112.6% | +7.4% | +105.2% | +108.2% |
| YTD | +106.3% | +60.5% | +45.7% | +87.5% |
| 1Y | +108.0% | +50.7% | +57.3% | +91.0% |
| 3Y | +163.2% | +64.8% | +98.4% | +134.2% |
| 5Y | -30.9% | +115.8% | -146.7% | -43.6% |
| All | +658.7% | +429.2% | +229.4% | +372.5% |
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