-28.7%
OKTA vs CMS
+34.1%
-62.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.6% |
| 30D | -19.7% | +6.6% | -26.3% | -19.7% |
| 3M | +21.2% | +0.8% | +20.4% | +21.5% |
| 6M | +123.1% | -3.3% | +126.4% | +123.5% |
| YTD | +110.8% | +2.7% | +108.0% | +108.5% |
| 1Y | +113.0% | -4.0% | +117.0% | +113.0% |
| 3Y | +168.9% | +37.6% | +131.3% | +144.6% |
| 5Y | -28.7% | +35.4% | -64.1% | -34.8% |
| All | -28.7% | +34.1% | -62.7% | -34.8% |
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