+634.8%
OKTA vs CRS
+1,382.5%
-747.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | +14.6% | -18.1% | +32.7% | +18.7% |
| 3M | +44.0% | -12.4% | +56.4% | +47.2% |
| 6M | +116.7% | +15.9% | +100.8% | +109.8% |
| YTD | +99.8% | +45.8% | +53.9% | +84.5% |
| 1Y | +84.1% | +87.8% | -3.7% | +61.0% |
| 3Y | +97.7% | +648.7% | -551.0% | +32.5% |
| 5Y | -35.2% | +1,416.6% | -1,451.8% | -61.5% |
| All | +634.8% | +1,382.5% | -747.7% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling