+119.7%
OKTA vs CRS
-3.8%
+123.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -14.2% | +4.3% | -18.5% | -14.4% |
| 30D | -12.5% | -25.5% | +13.0% | -10.6% |
| 3M | +29.2% | -48.7% | +78.0% | +35.1% |
| 6M | +147.3% | -31.6% | +179.0% | +162.4% |
| YTD | +120.9% | -7.0% | +128.0% | +139.5% |
| 1Y | +119.7% | -4.5% | +124.2% | +137.1% |
| All | +119.7% | -3.8% | +123.5% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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