+608.2%
OKTA vs CPB
-48.1%
+656.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | +13.0% | -7.1% | +20.1% | +13.5% |
| 3M | +41.7% | -6.0% | +47.8% | +42.0% |
| 6M | +105.9% | -5.3% | +111.2% | +106.0% |
| YTD | +92.6% | -20.8% | +113.4% | +94.5% |
| 1Y | +81.1% | -33.8% | +114.9% | +84.5% |
| 3Y | +84.8% | -43.7% | +128.6% | +88.6% |
| 5Y | -34.4% | -40.7% | +6.3% | -34.0% |
| All | +608.2% | -48.1% | +656.3% | +571.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling