+90.1%
OKTA vs CFG
+40.4%
+49.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.3% |
| 30D | +16.0% | -3.8% | +19.9% | +17.2% |
| 3M | +38.2% | +11.5% | +26.7% | +33.8% |
| 6M | +137.8% | +19.2% | +118.6% | +122.4% |
| YTD | +97.3% | +23.7% | +73.6% | +82.8% |
| 1Y | +90.1% | +38.8% | +51.3% | +68.0% |
| All | +90.1% | +40.4% | +49.7% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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