+90.1%
OKTA vs CNI
+29.8%
+60.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -2.1% | +4.7% | +2.2% |
| 30D | +16.0% | -3.3% | +19.3% | +15.3% |
| 3M | +38.2% | +3.8% | +34.4% | +39.0% |
| 6M | +137.8% | +12.7% | +125.1% | +143.5% |
| YTD | +97.3% | +26.3% | +71.0% | +99.6% |
| 1Y | +90.1% | +29.9% | +60.2% | +89.0% |
| All | +90.1% | +29.8% | +60.3% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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