+625.6%
OKTA vs CPB
-47.1%
+672.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.3% |
| 7D | +2.6% | -8.6% | +11.2% | +3.1% |
| 30D | +16.0% | -7.2% | +23.3% | +16.5% |
| 3M | +38.2% | +0.9% | +37.3% | +37.8% |
| 6M | +137.8% | -11.8% | +149.6% | +138.8% |
| YTD | +97.3% | -19.4% | +116.7% | +99.1% |
| 1Y | +90.1% | -30.4% | +120.5% | +93.2% |
| 3Y | +98.0% | -40.2% | +138.2% | +101.1% |
| 5Y | -36.9% | -39.5% | +2.6% | -36.5% |
| All | +625.6% | -47.1% | +672.8% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling