+677.8%
OKTA vs CFG
+174.8%
+503.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +8.4% | +3.2% | +5.2% | +7.7% |
| 30D | -13.7% | +5.1% | -18.8% | -14.6% |
| 3M | +18.0% | -11.2% | +29.3% | +21.1% |
| 6M | +133.8% | +9.6% | +124.3% | +128.4% |
| YTD | +111.5% | +15.0% | +96.5% | +103.9% |
| 1Y | +118.3% | +29.9% | +88.5% | +104.8% |
| 3Y | +168.0% | +192.1% | -24.1% | +110.2% |
| 5Y | -30.1% | +62.3% | -92.4% | -39.8% |
| All | +677.8% | +174.8% | +503.1% | +480.5% |
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