-29.7%
OKTA vs CG
-23.0%
-6.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.4% |
| 7D | +8.4% | +0.2% | +8.2% | +8.2% |
| 30D | -13.7% | +11.2% | -24.9% | -18.7% |
| 3M | +18.0% | -22.1% | +40.1% | +33.7% |
| 6M | +133.8% | -17.9% | +151.8% | +156.2% |
| YTD | +111.5% | -31.3% | +142.8% | +151.6% |
| 1Y | +118.3% | -24.0% | +142.3% | +145.6% |
| 3Y | +168.0% | +45.0% | +123.1% | +79.5% |
| All | -29.7% | -23.0% | -6.7% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling