+94.6%
OKTA vs CF
+77.0%
+17.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | +2.6% | +6.0% | -3.4% | +2.3% |
| 30D | +16.0% | +14.8% | +1.2% | +15.2% |
| 3M | +38.2% | +14.1% | +24.1% | +37.1% |
| 6M | +137.8% | +28.5% | +109.3% | +129.9% |
| YTD | +97.3% | +74.9% | +22.3% | +83.2% |
| 1Y | +90.1% | +61.7% | +28.4% | +78.3% |
| All | +94.6% | +77.0% | +17.6% | +74.9% |
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