+168.0%
OKTA vs CF
+68.9%
+99.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +8.4% | +4.8% | +3.6% | +8.4% |
| 30D | -13.7% | +4.7% | -18.4% | -13.5% |
| 3M | +18.0% | +7.4% | +10.6% | +18.1% |
| 6M | +133.8% | +0.6% | +133.3% | +135.1% |
| YTD | +111.5% | +64.1% | +47.4% | +100.1% |
| 1Y | +118.3% | +51.4% | +66.9% | +108.7% |
| 3Y | +168.0% | +67.8% | +100.2% | +138.5% |
| All | +168.0% | +68.9% | +99.1% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling