-18.4%
CDNS vs OKLO
-51.2%
+32.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.2% | +10.7% | +2.6% |
| 7D | -1.1% | -12.2% | +11.1% | +0.3% |
| 30D | -10.4% | -19.7% | +9.3% | -8.4% |
| 3M | -24.6% | -37.4% | +12.8% | -21.0% |
| 6M | -1.6% | -42.3% | +40.7% | +2.3% |
| YTD | -7.4% | -49.5% | +42.1% | -3.1% |
| 1Y | -18.4% | -54.7% | +36.3% | -17.7% |
| All | -18.4% | -51.2% | +32.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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