+107.1%
OKTA vs CVE
+59.0%
+48.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.2% |
| 7D | -3.9% | -10.1% | +6.1% | -3.8% |
| 30D | -23.5% | -12.1% | -11.4% | -23.1% |
| 3M | +19.7% | -1.9% | +21.6% | +21.1% |
| 6M | +111.6% | -1.8% | +113.5% | +115.0% |
| YTD | +105.4% | +65.8% | +39.6% | +114.2% |
| All | +107.1% | +59.0% | +48.1% | +117.8% |
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 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