-10.7%
CMG vs OKLO
-42.7%
+31.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.8% |
| 7D | -2.8% | +2.8% | -5.6% | -3.0% |
| 30D | +7.1% | -4.0% | +11.1% | +7.1% |
| 3M | +31.2% | -36.9% | +68.0% | +33.4% |
| 6M | +0.7% | -37.1% | +37.8% | +1.2% |
| YTD | -0.1% | -42.5% | +42.4% | +0.8% |
| 1Y | -10.7% | -40.7% | +30.0% | -7.5% |
| All | -10.7% | -42.7% | +31.9% | -7.5% |
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