-38.8%
OKLO vs CDW
-13.2%
-25.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.2% | +10.1% | +4.7% |
| 7D | +12.4% | -3.9% | +16.3% | +12.2% |
| 30D | -10.6% | +6.9% | -17.4% | -10.4% |
| 3M | -26.5% | +7.7% | -34.2% | -26.2% |
| 6M | -25.6% | +18.3% | -44.0% | -27.2% |
| YTD | -39.6% | +7.8% | -47.4% | -37.4% |
| 1Y | -38.8% | -12.2% | -26.6% | -36.8% |
| All | -38.8% | -13.2% | -25.6% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling