-32.6%
OKTA vs CNH
+8.8%
-41.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.2% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +13.8% | +27.0% | -13.2% | +5.7% |
| 3M | +48.9% | +32.6% | +16.3% | +35.6% |
| 6M | +114.9% | +23.6% | +91.4% | +96.9% |
| YTD | +97.9% | +47.8% | +50.0% | +67.1% |
| 1Y | +89.7% | +21.3% | +68.4% | +73.0% |
| 3Y | +95.8% | +7.0% | +88.9% | +82.0% |
| 5Y | -32.6% | +10.2% | -42.8% | -37.7% |
| All | -32.6% | +8.8% | -41.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling