+313.5%
OKLO vs CAG
-44.0%
+357.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.2% |
| 7D | +2.8% | -3.8% | +6.6% | +1.3% |
| 30D | -4.0% | +3.1% | -7.1% | -3.0% |
| 3M | -36.9% | +23.5% | -60.4% | -30.7% |
| 6M | -37.1% | -14.8% | -22.3% | -40.6% |
| YTD | -42.5% | -5.4% | -37.0% | -42.8% |
| 1Y | -40.7% | -11.8% | -28.9% | -41.9% |
| 3Y | +299.1% | -36.7% | +335.8% | +260.0% |
| 5Y | +317.3% | -40.3% | +357.6% | +276.8% |
| All | +313.5% | -44.0% | +357.5% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling