-36.4%
OKTA vs CMS
+26.5%
-62.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +13.0% | -3.2% | +16.1% | +13.1% |
| 3M | +43.4% | -2.2% | +45.6% | +43.3% |
| 6M | +107.6% | -9.4% | +117.1% | +108.6% |
| YTD | +93.8% | +0.7% | +93.1% | +91.5% |
| 1Y | +80.8% | +0.4% | +80.5% | +78.4% |
| 3Y | +91.8% | +35.2% | +56.6% | +73.8% |
| 5Y | -36.4% | +24.1% | -60.5% | -42.6% |
| All | -36.4% | +26.5% | -62.9% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling