+299.6%
OKLO vs CAG
-46.8%
+346.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.7% | -3.6% | -7.4% |
| 7D | +0.1% | -5.9% | +6.0% | -2.3% |
| 30D | -15.2% | -1.5% | -13.6% | -15.6% |
| 3M | -26.2% | +11.5% | -37.6% | -22.4% |
| 6M | -35.0% | -15.7% | -19.3% | -38.8% |
| YTD | -44.4% | -10.2% | -34.2% | -45.8% |
| 1Y | -45.9% | -18.1% | -27.9% | -48.4% |
| 3Y | +284.9% | -39.4% | +324.3% | +240.1% |
| 5Y | +305.3% | -42.6% | +347.9% | +258.4% |
| All | +299.6% | -46.8% | +346.4% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling