-10.8%
CTSH vs OKLO
-42.7%
+31.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.4% |
| 7D | -2.7% | +2.8% | -5.5% | -2.6% |
| 30D | +12.4% | -4.0% | +16.4% | +12.3% |
| 3M | +17.4% | -36.9% | +54.3% | +16.3% |
| 6M | -3.1% | -37.1% | +34.1% | -3.8% |
| YTD | -23.6% | -42.5% | +18.9% | -24.1% |
| 1Y | -10.8% | -40.7% | +29.9% | -7.6% |
| All | -10.8% | -42.7% | +31.9% | -7.6% |
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