+634.8%
OKTA vs CVE
+250.5%
+384.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +5.9% | +2.0% | +3.9% | +5.7% |
| 30D | +14.6% | +13.2% | +1.4% | +13.1% |
| 3M | +44.0% | +21.7% | +22.3% | +40.8% |
| 6M | +116.7% | +48.4% | +68.3% | +107.0% |
| YTD | +99.8% | +100.1% | -0.3% | +84.6% |
| 1Y | +84.1% | +107.8% | -23.8% | +69.1% |
| 3Y | +97.7% | +76.9% | +20.8% | +82.5% |
| 5Y | -35.2% | +346.2% | -381.4% | -44.4% |
| All | +634.8% | +250.5% | +384.2% | +518.8% |
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