+313.5%
OKLO vs CFG
+100.9%
+212.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | -4.0% | -3.8% | -0.2% | -3.0% |
| 3M | -36.9% | +11.5% | -48.4% | -39.0% |
| 6M | -37.1% | +19.2% | -56.3% | -40.0% |
| YTD | -42.5% | +23.7% | -66.2% | -45.5% |
| 1Y | -40.7% | +38.8% | -79.6% | -45.2% |
| 3Y | +299.1% | +178.9% | +120.2% | +242.0% |
| 5Y | +317.3% | +101.8% | +215.5% | +258.6% |
| All | +313.5% | +100.9% | +212.7% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling