+168.9%
OKLO vs CDW
-0.1%
+169.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.8% | +9.1% | +13.1% |
| 7D | +14.1% | +9.3% | +4.8% | +12.5% |
| 30D | -22.7% | +15.8% | -38.4% | -24.5% |
| 3M | -44.6% | +21.8% | -66.4% | -46.5% |
| 6M | -63.0% | +58.8% | -121.8% | -66.4% |
| YTD | -62.6% | +22.8% | -85.4% | -64.9% |
| 1Y | -76.2% | +17.9% | -94.1% | -77.2% |
| 3Y | +160.8% | -17.4% | +178.3% | +167.3% |
| 5Y | +172.5% | -5.7% | +178.2% | +178.7% |
| All | +168.9% | -0.1% | +169.0% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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