-54.7%
OKLO vs CAG
-18.8%
-35.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -9.6% |
| 7D | -12.2% | -5.7% | -6.6% | -15.4% |
| 30D | -19.7% | -2.4% | -17.3% | -21.0% |
| 3M | -37.4% | +9.8% | -47.2% | -32.4% |
| 6M | -42.3% | -10.8% | -31.4% | -48.2% |
| YTD | -49.5% | -10.8% | -38.7% | -53.8% |
| 1Y | -54.7% | -19.0% | -35.8% | -63.8% |
| All | -54.7% | -18.8% | -35.9% | -63.8% |
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