+677.8%
OKTA vs CMS
+107.9%
+570.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +8.4% | +1.7% | +6.7% | +8.1% |
| 30D | -13.7% | +6.2% | -19.9% | -14.6% |
| 3M | +18.0% | +0.6% | +17.4% | +17.8% |
| 6M | +133.8% | -1.8% | +135.6% | +133.6% |
| YTD | +111.5% | +3.8% | +107.6% | +107.9% |
| 1Y | +118.3% | -1.8% | +120.1% | +117.2% |
| 3Y | +168.0% | +39.8% | +128.2% | +141.3% |
| 5Y | -30.1% | +37.1% | -67.2% | -37.7% |
| All | +677.8% | +107.9% | +570.0% | +593.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling