-14.8%
CTSH vs OKLO
+337.5%
-352.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.9% | -8.8% | -3.9% |
| 7D | -5.5% | +12.4% | -17.9% | -5.6% |
| 30D | +4.5% | -10.6% | +15.1% | +4.6% |
| 3M | +13.7% | -26.5% | +40.3% | +14.1% |
| 6M | -8.4% | -25.6% | +17.3% | -8.4% |
| YTD | -26.5% | -39.6% | +13.1% | -26.3% |
| 1Y | -13.9% | -38.8% | +24.8% | -14.4% |
| 3Y | -11.3% | +318.1% | -329.4% | -20.5% |
| 5Y | -14.8% | +339.7% | -354.5% | -25.8% |
| All | -14.8% | +337.5% | -352.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling