+675.2%
OKTA vs CFG
+175.3%
+499.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -19.7% | +3.1% | -22.9% | -20.2% |
| 3M | +21.2% | -9.7% | +30.9% | +23.9% |
| 6M | +123.1% | +6.7% | +116.4% | +119.2% |
| YTD | +110.8% | +15.2% | +95.6% | +103.1% |
| 1Y | +113.0% | +28.8% | +84.2% | +100.1% |
| 3Y | +168.9% | +190.1% | -21.1% | +111.2% |
| 5Y | -28.7% | +63.4% | -92.1% | -38.7% |
| All | +675.2% | +175.3% | +499.9% | +478.3% |
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 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