+90.1%
OKTA vs CRS
+102.1%
-11.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +2.6% | -0.2% | +2.9% | +2.6% |
| 30D | +16.0% | -16.6% | +32.7% | +17.2% |
| 3M | +38.2% | -3.5% | +41.6% | +39.4% |
| 6M | +137.8% | +15.4% | +122.4% | +140.5% |
| YTD | +97.3% | +51.2% | +46.1% | +98.3% |
| 1Y | +90.1% | +98.3% | -8.2% | +87.9% |
| All | +90.1% | +102.1% | -11.9% | +87.9% |
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