+84.8%
OKTA vs CRS
+612.2%
-527.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | -2.4% | -6.8% | +4.4% | -1.0% |
| 30D | +13.0% | -16.1% | +29.2% | +17.3% |
| 3M | +41.7% | -21.2% | +62.9% | +48.5% |
| 6M | +105.9% | +8.7% | +97.3% | +101.6% |
| YTD | +92.6% | +41.0% | +51.6% | +76.6% |
| 1Y | +81.1% | +82.7% | -1.6% | +53.7% |
| 3Y | +84.8% | +604.8% | -519.9% | +3.8% |
| All | +84.8% | +612.2% | -527.4% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling