+130.9%
OKTA vs CMS
-3.3%
+134.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | -0.5% |
| 7D | +6.6% | -1.3% | +7.9% | +5.0% |
| 30D | -19.4% | +5.3% | -24.7% | -13.9% |
| 3M | +23.9% | -0.3% | +24.3% | +26.1% |
| 6M | +130.9% | -4.0% | +134.9% | +131.6% |
| All | +130.9% | -3.3% | +134.2% | +131.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling