+625.6%
OKTA vs CFG
+195.7%
+430.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.0% |
| 3M | +38.2% | +11.5% | +26.7% | +34.6% |
| 6M | +137.8% | +19.2% | +118.6% | +127.5% |
| YTD | +97.3% | +23.7% | +73.6% | +87.2% |
| 1Y | +90.1% | +38.8% | +51.3% | +75.6% |
| 3Y | +98.0% | +178.9% | -80.9% | +56.2% |
| 5Y | -36.9% | +101.8% | -138.7% | -47.4% |
| All | +625.6% | +195.7% | +430.0% | +433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling