+625.6%
OKTA vs CVE
+239.1%
+386.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +2.6% | +2.5% | +0.1% | +2.4% |
| 30D | +16.0% | +16.7% | -0.7% | +14.2% |
| 3M | +38.2% | +9.3% | +28.9% | +36.6% |
| 6M | +137.8% | +43.6% | +94.2% | +127.9% |
| YTD | +97.3% | +93.6% | +3.7% | +82.9% |
| 1Y | +90.1% | +98.8% | -8.7% | +75.5% |
| 3Y | +98.0% | +73.6% | +24.4% | +83.2% |
| 5Y | -36.9% | +312.5% | -349.4% | -45.5% |
| All | +625.6% | +239.1% | +386.6% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling