+91.8%
OKTA vs CPB
-40.6%
+132.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.1% |
| 7D | +5.9% | -8.0% | +13.9% | +6.0% |
| 30D | +14.6% | -2.4% | +17.0% | +14.5% |
| 3M | +44.0% | +0.5% | +43.5% | +43.7% |
| 6M | +116.7% | -10.5% | +127.2% | +115.3% |
| YTD | +99.8% | -17.5% | +117.3% | +98.5% |
| 1Y | +84.1% | -31.0% | +115.1% | +81.4% |
| All | +91.8% | -40.6% | +132.4% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling