-7.1%
CMG vs OKLO
-51.2%
+44.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +0.6% |
| 7D | -2.1% | -12.2% | +10.2% | -1.5% |
| 30D | +10.9% | -19.7% | +30.6% | +12.0% |
| 3M | +15.8% | -37.4% | +53.2% | +17.9% |
| 6M | +6.9% | -42.3% | +49.2% | +7.9% |
| YTD | -2.2% | -49.5% | +47.4% | -0.6% |
| 1Y | -7.1% | -54.7% | +47.6% | -1.9% |
| All | -7.1% | -51.2% | +44.1% | -1.9% |
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