+118.3%
OKTA vs CNH
+16.6%
+101.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | +8.4% | +3.0% | +5.4% | +8.8% |
| 30D | -13.7% | -0.6% | -13.1% | -13.8% |
| 3M | +18.0% | +14.6% | +3.4% | +22.3% |
| 6M | +133.8% | +11.8% | +122.1% | +144.4% |
| YTD | +111.5% | +30.4% | +81.1% | +95.2% |
| 1Y | +118.3% | +19.1% | +99.3% | +111.4% |
| All | +118.3% | +16.6% | +101.7% | +111.4% |
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