+608.2%
OKTA vs CNH
+86.9%
+521.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -2.4% | -5.7% | +3.3% | -1.1% |
| 30D | +13.0% | +26.6% | -13.5% | +6.4% |
| 3M | +41.7% | +31.1% | +10.6% | +31.6% |
| 6M | +105.9% | +24.9% | +81.1% | +91.1% |
| YTD | +92.6% | +48.7% | +43.8% | +69.1% |
| 1Y | +81.1% | +22.2% | +58.9% | +67.8% |
| 3Y | +84.8% | +7.4% | +77.4% | +73.4% |
| 5Y | -34.4% | +10.8% | -45.3% | -39.3% |
| All | +608.2% | +86.9% | +521.3% | +452.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling