+119.7%
OKTA vs CMS
+1.4%
+118.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +2.2% |
| 7D | -14.2% | +4.1% | -18.3% | -10.5% |
| 30D | -12.5% | +10.9% | -23.3% | -2.8% |
| 3M | +29.2% | -0.2% | +29.5% | +31.5% |
| 6M | +147.3% | -4.7% | +152.1% | +144.5% |
| YTD | +120.9% | +3.9% | +117.1% | +130.6% |
| 1Y | +119.7% | +0.4% | +119.3% | +127.7% |
| All | +119.7% | +1.4% | +118.3% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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