-13.9%
CTSH vs OKLO
-43.6%
+29.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -3.0% |
| 7D | -8.2% | +7.7% | -15.9% | -7.8% |
| 30D | +0.4% | -4.3% | +4.7% | +0.2% |
| 3M | +10.6% | -24.6% | +35.2% | +10.2% |
| 6M | -8.8% | -31.1% | +22.3% | -9.4% |
| YTD | -28.6% | -40.7% | +12.1% | -29.0% |
| All | -13.9% | -43.6% | +29.6% | -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 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