+14.8%
CMG vs OKLO
+262.2%
-247.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +0.5% |
| 7D | -2.1% | -12.2% | +10.2% | -1.6% |
| 30D | +10.9% | -19.7% | +30.6% | +11.7% |
| 3M | +15.8% | -37.4% | +53.2% | +17.5% |
| 6M | +6.9% | -42.3% | +49.2% | +8.1% |
| YTD | -2.2% | -49.5% | +47.4% | -0.8% |
| 1Y | -7.1% | -54.7% | +47.6% | -5.8% |
| 3Y | -7.1% | +249.6% | -256.7% | -14.0% |
| 5Y | -4.8% | +268.1% | -272.9% | -11.4% |
| All | +14.8% | +262.2% | -247.4% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling