+90.1%
OKTA vs CRBG
+3.6%
+86.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.6% | +5.7% | -3.1% | 0.0% |
| 30D | +16.0% | +2.6% | +13.4% | +14.6% |
| 3M | +38.2% | +31.6% | +6.6% | +20.4% |
| 6M | +137.8% | +32.8% | +105.0% | +104.6% |
| YTD | +97.3% | +16.5% | +80.8% | +81.4% |
| 1Y | +90.1% | +6.1% | +84.0% | +81.7% |
| All | +90.1% | +3.6% | +86.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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