+145.0%
OKLO vs CFG
+85.5%
+59.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.2% |
| 7D | +27.3% | +1.6% | +25.7% | +26.8% |
| 30D | -23.1% | +3.3% | -26.3% | -23.6% |
| 3M | -45.8% | -11.5% | -34.3% | -44.0% |
| 6M | -66.8% | +6.2% | -73.0% | -67.4% |
| YTD | -65.9% | +14.3% | -80.2% | -67.0% |
| 1Y | -78.0% | +26.7% | -104.7% | -79.2% |
| 3Y | +137.4% | +187.8% | -50.4% | +107.9% |
| 5Y | +148.2% | +61.3% | +86.9% | +119.2% |
| All | +145.0% | +85.5% | +59.5% | +115.2% |
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