-37.1%
OKTA vs CFG
+101.5%
-138.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.3% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | +13.0% | -3.7% | +16.7% | +14.6% |
| 3M | +43.4% | +9.5% | +34.0% | +37.9% |
| 6M | +107.6% | +22.2% | +85.4% | +89.8% |
| YTD | +93.8% | +22.3% | +71.5% | +77.0% |
| 1Y | +80.8% | +39.4% | +41.4% | +56.2% |
| 3Y | +91.8% | +188.5% | -96.7% | +18.4% |
| All | -37.1% | +101.5% | -138.6% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling