+81.1%
OKTA vs CFG
+40.1%
+40.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +13.0% | -4.6% | +17.7% | +14.4% |
| 3M | +41.7% | +6.7% | +35.0% | +38.8% |
| 6M | +105.9% | +22.1% | +83.8% | +90.0% |
| YTD | +92.6% | +23.2% | +69.4% | +78.0% |
| 1Y | +81.1% | +40.3% | +40.8% | +58.1% |
| All | +81.1% | +40.1% | +40.9% | +58.1% |
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