+128.4%
OKLO vs CFG
+168.6%
-40.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.9% | +23.6% | +23.2% |
| 7D | -6.7% | -0.9% | -5.8% | -6.3% |
| 30D | -36.0% | +1.1% | -37.1% | -36.4% |
| 3M | -44.2% | -12.0% | -32.2% | -40.1% |
| 6M | -70.4% | -2.2% | -68.2% | -70.4% |
| YTD | -67.2% | +11.4% | -78.6% | -69.2% |
| 1Y | -77.9% | +27.8% | -105.8% | -80.7% |
| 3Y | +128.4% | +173.3% | -44.9% | +59.8% |
| All | +128.4% | +168.6% | -40.2% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling