+94.6%
OKTA vs CVE
+71.6%
+22.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +2.6% | +2.5% | +0.1% | +2.2% |
| 30D | +16.0% | +16.7% | -0.7% | +13.4% |
| 3M | +38.2% | +9.3% | +28.9% | +36.3% |
| 6M | +137.8% | +43.6% | +94.2% | +121.7% |
| YTD | +97.3% | +93.6% | +3.7% | +73.6% |
| 1Y | +90.1% | +98.8% | -8.7% | +65.7% |
| All | +94.6% | +71.6% | +22.9% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling