+167.1%
OKTA vs CFG
+192.0%
-24.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.2% |
| 30D | -19.7% | +3.1% | -22.9% | -20.5% |
| 3M | +21.2% | -9.7% | +30.9% | +25.4% |
| 6M | +123.1% | +6.7% | +116.4% | +116.5% |
| YTD | +110.8% | +15.2% | +95.6% | +97.6% |
| 1Y | +113.0% | +28.8% | +84.2% | +91.0% |
| All | +167.1% | +192.0% | -24.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling