+149.0%
OKTA vs CVE
+53.7%
+95.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | -19.0% | -16.1% | -2.9% | -16.9% |
| 30D | -22.6% | -10.4% | -12.2% | -21.4% |
| 3M | +17.5% | -2.4% | +19.9% | +18.0% |
| 6M | +117.8% | -4.4% | +122.3% | +118.7% |
| YTD | +95.1% | +64.9% | +30.1% | +76.7% |
| 1Y | +96.4% | +66.0% | +30.4% | +77.4% |
| 3Y | +149.0% | +57.7% | +91.3% | +118.3% |
| All | +149.0% | +53.7% | +95.2% | +118.3% |
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 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