+116.7%
OKTA vs CLBK
+42.1%
+74.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | +5.9% | -1.5% | +7.3% | +6.4% |
| 30D | +14.6% | +6.7% | +7.9% | +13.1% |
| 3M | +44.0% | +21.2% | +22.8% | +34.9% |
| 6M | +116.7% | +42.0% | +74.7% | +96.2% |
| All | +116.7% | +42.1% | +74.7% | +96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling