-29.7%
OKTA vs CVE
+158.6%
-188.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +8.4% | +5.9% | +2.5% | +7.2% |
| 30D | -13.7% | -10.9% | -2.9% | -11.8% |
| 3M | +18.0% | -4.5% | +22.5% | +18.9% |
| 6M | +133.8% | -1.0% | +134.8% | +132.9% |
| YTD | +111.5% | +74.7% | +36.7% | +85.6% |
| 1Y | +118.3% | +65.8% | +52.5% | +93.6% |
| 3Y | +168.0% | +73.2% | +94.8% | +128.8% |
| All | -29.7% | +158.6% | -188.3% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling