+310.9%
OKLO vs CAG
-37.6%
+348.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -2.3% |
| 7D | +7.7% | -6.6% | +14.3% | +3.6% |
| 30D | -4.3% | +2.3% | -6.6% | -2.9% |
| 3M | -24.6% | +16.3% | -40.9% | -16.5% |
| 6M | -31.1% | -16.0% | -15.1% | -38.4% |
| YTD | -40.7% | -7.7% | -33.0% | -42.5% |
| 1Y | -42.4% | -16.0% | -26.4% | -46.6% |
| All | +310.9% | -37.6% | +348.5% | +221.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling