-76.5%
OKLO vs CAG
-9.3%
-67.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -1.5% |
| 7D | +1.6% | -3.3% | +4.9% | -0.3% |
| 30D | -17.6% | +7.7% | -25.3% | -14.1% |
| 3M | -48.5% | -3.2% | -45.3% | -49.0% |
| 6M | -65.7% | +7.0% | -72.6% | -63.6% |
| YTD | -66.7% | -9.0% | -57.7% | -69.5% |
| 1Y | -76.5% | -9.6% | -66.9% | -78.7% |
| All | -76.5% | -9.3% | -67.2% | -78.7% |
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