+332.6%
OKLO vs CAG
-41.8%
+374.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -2.1% |
| 7D | +7.7% | -6.6% | +14.3% | +4.9% |
| 30D | -4.3% | +2.3% | -6.6% | -3.4% |
| 3M | -24.6% | +16.3% | -40.9% | -19.2% |
| 6M | -31.1% | -16.0% | -15.1% | -35.4% |
| YTD | -40.7% | -7.7% | -33.0% | -41.5% |
| 1Y | -42.4% | -16.0% | -26.4% | -44.6% |
| 3Y | +310.9% | -37.7% | +348.6% | +265.1% |
| 5Y | +332.6% | -41.2% | +373.8% | +285.1% |
| All | +332.6% | -41.8% | +374.4% | +285.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling