-7.0%
CTSH vs OKLO
+325.7%
-332.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.9% |
| 7D | -8.2% | +7.7% | -15.9% | -8.3% |
| 30D | +0.4% | -4.3% | +4.7% | +0.4% |
| 3M | +10.6% | -24.6% | +35.2% | +10.9% |
| 6M | -8.8% | -31.1% | +22.3% | -8.7% |
| YTD | -28.6% | -40.7% | +12.1% | -28.4% |
| 1Y | -15.9% | -42.4% | +26.5% | -16.2% |
| 3Y | -13.9% | +310.9% | -324.8% | -22.7% |
| 5Y | -17.1% | +332.6% | -349.7% | -27.2% |
| All | -7.0% | +325.7% | -332.7% | -17.4% |
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