+84.8%
OKTA vs CPAY
+49.1%
+35.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | +13.0% | -0.4% | +13.4% | +13.1% |
| 3M | +41.7% | +16.4% | +25.4% | +31.8% |
| 6M | +105.9% | +23.5% | +82.4% | +87.1% |
| YTD | +92.6% | +35.7% | +56.9% | +67.0% |
| 1Y | +81.1% | +30.2% | +50.9% | +59.5% |
| 3Y | +84.8% | +49.7% | +35.1% | +34.5% |
| All | +84.8% | +49.1% | +35.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling