+90.1%
OKTA vs CNH
+29.2%
+60.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.7% |
| 7D | +2.6% | +23.3% | -20.7% | +5.8% |
| 30D | +16.0% | +33.5% | -17.4% | +21.0% |
| 3M | +38.2% | +32.7% | +5.4% | +44.0% |
| 6M | +137.8% | +22.2% | +115.6% | +153.0% |
| YTD | +97.3% | +57.7% | +39.6% | +87.8% |
| 1Y | +90.1% | +28.0% | +62.1% | +103.9% |
| All | +90.1% | +29.2% | +60.9% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling