+90.1%
OKTA vs CPB
-32.6%
+122.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.4% |
| 7D | +2.6% | -8.6% | +11.2% | +3.4% |
| 30D | +16.0% | -7.2% | +23.3% | +16.6% |
| 3M | +38.2% | +0.9% | +37.3% | +36.8% |
| 6M | +137.8% | -11.8% | +149.6% | +136.4% |
| YTD | +97.3% | -19.4% | +116.7% | +98.7% |
| 1Y | +90.1% | -30.4% | +120.5% | +90.3% |
| All | +90.1% | -32.6% | +122.7% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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