-29.7%
OKTA vs CPB
-33.2%
+3.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.3% |
| 7D | +8.4% | -1.6% | +10.0% | +8.3% |
| 30D | -13.7% | +19.2% | -32.9% | -13.1% |
| 3M | +18.0% | -0.9% | +19.0% | +18.4% |
| 6M | +133.8% | +15.2% | +118.6% | +135.3% |
| YTD | +111.5% | -13.1% | +124.6% | +110.2% |
| 1Y | +118.3% | -22.4% | +140.8% | +115.1% |
| 3Y | +168.0% | -35.3% | +203.3% | +159.1% |
| All | -29.7% | -33.2% | +3.6% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling