+326.6%
OKLO vs CFG
+96.9%
+229.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +7.7% | -0.6% | +8.3% | +7.9% |
| 30D | -4.3% | -4.5% | +0.2% | -3.2% |
| 3M | -24.6% | +6.3% | -30.9% | -26.2% |
| 6M | -31.1% | +20.6% | -51.7% | -34.4% |
| YTD | -40.7% | +21.2% | -61.9% | -43.5% |
| 1Y | -42.4% | +38.2% | -80.6% | -46.7% |
| 3Y | +310.9% | +185.9% | +125.0% | +253.9% |
| 5Y | +332.6% | +97.0% | +235.6% | +273.9% |
| All | +326.6% | +96.9% | +229.7% | +268.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling