+81.1%
OKTA vs CRBG
+7.7%
+73.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | +13.0% | +2.6% | +10.4% | +11.7% |
| 3M | +41.7% | +24.0% | +17.7% | +27.3% |
| 6M | +105.9% | +50.5% | +55.4% | +68.3% |
| YTD | +92.6% | +17.1% | +75.4% | +76.5% |
| 1Y | +81.1% | +5.9% | +75.2% | +71.7% |
| All | +81.1% | +7.7% | +73.3% | +71.7% |
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