-80.3%
OKLO vs CAG
-6.8%
-73.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.8% | -3.2% |
| 7D | -18.4% | +9.7% | -28.1% | -14.8% |
| 30D | -38.5% | +15.8% | -54.3% | -34.0% |
| 3M | -48.9% | +1.8% | -50.7% | -48.5% |
| 6M | -67.8% | +11.5% | -79.3% | -65.2% |
| YTD | -69.2% | -6.7% | -62.5% | -71.0% |
| 1Y | -80.3% | -5.6% | -74.7% | -81.7% |
| All | -80.3% | -6.8% | -73.5% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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