+17.3%
CMG vs OKLO
+333.1%
-315.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.2% |
| 7D | -1.5% | +12.4% | -13.9% | -1.9% |
| 30D | +12.7% | -10.6% | +23.3% | +13.1% |
| 3M | +26.3% | -26.5% | +52.8% | +27.3% |
| 6M | +4.5% | -25.6% | +30.1% | +4.6% |
| YTD | -0.1% | -39.6% | +39.5% | +0.6% |
| 1Y | -6.8% | -38.8% | +32.0% | -6.5% |
| 3Y | -5.0% | +318.1% | -323.0% | -12.6% |
| 5Y | -3.0% | +339.7% | -342.7% | -10.3% |
| All | +17.3% | +333.1% | -315.8% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling