+168.9%
OKLO vs CFG
+86.2%
+82.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.9% | +11.0% | +13.1% |
| 7D | +14.1% | +0.3% | +13.9% | +14.2% |
| 30D | -22.7% | +3.2% | -25.9% | -23.2% |
| 3M | -44.6% | -9.7% | -34.9% | -43.0% |
| 6M | -63.0% | +3.6% | -66.6% | -63.5% |
| YTD | -62.6% | +14.7% | -77.3% | -63.8% |
| 1Y | -76.2% | +29.6% | -105.7% | -77.5% |
| 3Y | +160.8% | +190.6% | -29.7% | +128.1% |
| 5Y | +172.5% | +67.1% | +105.4% | +140.3% |
| All | +168.9% | +86.2% | +82.7% | +135.9% |
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