-33.3%
OKTA vs CLBK
+43.5%
-76.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -1.5% | -1.0% | -2.1% |
| 30D | +13.0% | -1.0% | +14.1% | +13.4% |
| 3M | +41.7% | +22.9% | +18.8% | +34.4% |
| 6M | +105.9% | +44.2% | +61.7% | +87.8% |
| YTD | +92.6% | +64.0% | +28.6% | +70.0% |
| 1Y | +81.1% | +65.7% | +15.4% | +59.3% |
| 3Y | +84.8% | +54.1% | +30.8% | +62.7% |
| All | -33.3% | +43.5% | -76.7% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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