+10.9%
CMG vs OKLO
-81.5%
+92.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.8% | +11.7% | +6.1% |
| 7D | +22.5% | -18.4% | +41.0% | +23.5% |
| 30D | +14.1% | -38.5% | +52.6% | +16.5% |
| 3M | +4.1% | -48.9% | +53.0% | +7.0% |
| 6M | +10.1% | -67.8% | +77.8% | +15.1% |
| YTD | -4.9% | -69.2% | +64.3% | -1.1% |
| 1Y | +10.9% | -80.3% | +91.2% | +18.9% |
| All | +10.9% | -81.5% | +92.4% | +18.9% |
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