+108.0%
OKTA vs CRBG
+24.2%
+83.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.0% | +0.5% | -6.4% | -6.0% |
| 30D | -23.2% | +5.3% | -28.5% | -24.8% |
| 3M | +18.3% | +4.9% | +13.4% | +15.6% |
| 6M | +112.6% | +33.6% | +79.0% | +83.4% |
| YTD | +106.3% | +22.2% | +84.1% | +86.0% |
| 1Y | +108.0% | +23.2% | +84.9% | +86.8% |
| All | +108.0% | +24.2% | +83.9% | +86.8% |
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