+119.7%
OKTA vs CVE
+73.4%
+46.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.6% | +8.4% | +0.8% |
| 7D | -14.2% | -12.1% | -2.1% | -14.1% |
| 30D | -12.5% | -9.8% | -2.7% | -12.2% |
| 3M | +29.2% | -0.7% | +30.0% | +30.5% |
| 6M | +147.3% | -4.3% | +151.7% | +152.1% |
| YTD | +120.9% | +70.6% | +50.3% | +131.1% |
| 1Y | +119.7% | +73.2% | +46.5% | +126.5% |
| All | +119.7% | +73.4% | +46.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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