+90.1%
OKTA vs CRL
+78.8%
+11.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.6% | -1.0% | +3.7% | +2.8% |
| 30D | +16.0% | +10.7% | +5.4% | +13.1% |
| 3M | +38.2% | +55.3% | -17.1% | +23.1% |
| 6M | +137.8% | +60.7% | +77.2% | +108.5% |
| YTD | +97.3% | +44.6% | +52.7% | +79.2% |
| 1Y | +90.1% | +77.7% | +12.4% | +64.2% |
| All | +90.1% | +78.8% | +11.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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