+0.6%
CRM vs OKLO
+298.8%
-298.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.3% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +23.1% | -15.2% | +38.2% | +23.6% |
| 3M | +42.5% | -26.2% | +68.7% | +43.6% |
| 6M | +25.3% | -35.0% | +60.3% | +26.0% |
| YTD | -7.8% | -44.4% | +36.6% | -6.8% |
| 1Y | +1.0% | -45.9% | +47.0% | +1.3% |
| 3Y | +10.0% | +284.9% | -275.0% | -4.3% |
| 5Y | -3.9% | +305.3% | -309.2% | -17.8% |
| All | +0.6% | +298.8% | -298.2% | -14.0% |
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