+84.1%
OKTA vs CF
+65.9%
+18.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +3.3% |
| 7D | +5.9% | -0.8% | +6.7% | +5.8% |
| 30D | +14.6% | +14.3% | +0.3% | +16.1% |
| 3M | +44.0% | +27.9% | +16.1% | +46.8% |
| 6M | +116.7% | +25.5% | +91.2% | +117.3% |
| YTD | +99.8% | +81.2% | +18.6% | +104.2% |
| 1Y | +84.1% | +66.5% | +17.5% | +90.0% |
| All | +84.1% | +65.9% | +18.2% | +90.0% |
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