+655.3%
OKTA vs CVE
+190.4%
+464.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.2% |
| 7D | -3.9% | -10.1% | +6.1% | -2.9% |
| 30D | -23.5% | -12.1% | -11.4% | -22.5% |
| 3M | +19.7% | -1.9% | +21.6% | +19.9% |
| 6M | +111.6% | -1.8% | +113.5% | +111.3% |
| YTD | +105.4% | +65.8% | +39.6% | +93.4% |
| 1Y | +108.4% | +60.8% | +47.5% | +96.7% |
| 3Y | +167.8% | +70.1% | +97.7% | +148.5% |
| 5Y | -33.8% | +134.8% | -168.6% | -40.3% |
| All | +655.3% | +190.4% | +464.9% | +548.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling