+262.9%
OKLO vs CAH
+362.4%
-99.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -9.2% |
| 7D | -12.2% | -5.1% | -7.1% | -12.3% |
| 30D | -19.7% | +0.2% | -19.9% | -19.7% |
| 3M | -37.4% | +6.3% | -43.7% | -37.3% |
| 6M | -42.3% | +9.4% | -51.7% | -42.0% |
| YTD | -49.5% | +15.0% | -64.5% | -49.3% |
| 1Y | -54.7% | +55.4% | -110.2% | -55.5% |
| 3Y | +249.6% | +173.8% | +75.8% | +237.4% |
| 5Y | +268.1% | +395.2% | -127.1% | +253.4% |
| All | +262.9% | +362.4% | -99.4% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling