+608.2%
OKTA vs CG
+292.7%
+315.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.9% |
| 7D | -2.4% | -9.9% | +7.5% | +2.3% |
| 30D | +13.0% | -11.7% | +24.7% | +19.8% |
| 3M | +41.7% | -4.3% | +46.0% | +43.9% |
| 6M | +105.9% | -8.8% | +114.7% | +112.8% |
| YTD | +92.6% | -26.9% | +119.4% | +119.4% |
| 1Y | +81.1% | -35.4% | +116.5% | +117.6% |
| 3Y | +84.8% | +43.0% | +41.8% | +41.5% |
| 5Y | -34.4% | +1.9% | -36.3% | -41.7% |
| All | +608.2% | +292.7% | +315.5% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling