+81.1%
OKTA vs CGNX
+45.2%
+35.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.1% | -6.8% | -3.1% |
| 7D | -2.4% | +3.2% | -5.6% | -2.7% |
| 30D | +13.0% | +6.0% | +7.0% | +12.4% |
| 3M | +41.7% | +3.5% | +38.2% | +41.2% |
| 6M | +105.9% | +26.3% | +79.6% | +103.0% |
| YTD | +92.6% | +79.2% | +13.3% | +78.7% |
| 1Y | +81.1% | +43.8% | +37.3% | +74.7% |
| All | +81.1% | +45.2% | +35.9% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling