+91.8%
OKTA vs CMS
+35.3%
+56.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.7% |
| 7D | +0.7% | +1.2% | -0.5% | +0.9% |
| 30D | +13.0% | -3.2% | +16.1% | +12.6% |
| 3M | +43.4% | -2.2% | +45.6% | +42.8% |
| 6M | +107.6% | -9.4% | +117.1% | +106.2% |
| YTD | +93.8% | +0.7% | +93.1% | +91.0% |
| 1Y | +80.8% | +0.4% | +80.5% | +77.8% |
| 3Y | +91.8% | +35.2% | +56.6% | +59.5% |
| All | +91.8% | +35.3% | +56.5% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling