-40.7%
OKLO vs CFG
+40.4%
-81.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +2.8% | +1.5% | +1.3% | +1.5% |
| 30D | -4.0% | -3.8% | -0.2% | -1.0% |
| 3M | -36.9% | +11.5% | -48.4% | -44.7% |
| 6M | -37.1% | +19.2% | -56.3% | -47.7% |
| YTD | -42.5% | +23.7% | -66.2% | -53.3% |
| 1Y | -40.7% | +38.8% | -79.6% | -55.6% |
| All | -40.7% | +40.4% | -81.1% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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