+677.8%
OKTA vs CNH
+63.9%
+613.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +8.4% | +3.0% | +5.4% | +7.6% |
| 30D | -13.7% | -0.6% | -13.1% | -13.7% |
| 3M | +18.0% | +14.6% | +3.4% | +13.2% |
| 6M | +133.8% | +11.8% | +122.1% | +123.3% |
| YTD | +111.5% | +30.4% | +81.1% | +90.7% |
| 1Y | +118.3% | +19.1% | +99.3% | +101.9% |
| 3Y | +168.0% | +30.2% | +137.8% | +136.1% |
| 5Y | -30.1% | -17.8% | -12.2% | -31.4% |
| All | +677.8% | +63.9% | +613.9% | +522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling