-45.9%
OKLO vs CG
-30.6%
-15.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -4.0% | -4.3% |
| 7D | +0.1% | -9.8% | +9.9% | +9.2% |
| 30D | -15.2% | -10.3% | -4.9% | -7.0% |
| 3M | -26.2% | -1.7% | -24.5% | -26.5% |
| 6M | -35.0% | -9.8% | -25.2% | -29.8% |
| YTD | -44.4% | -25.6% | -18.8% | -25.7% |
| 1Y | -45.9% | -32.5% | -13.4% | -19.7% |
| All | -45.9% | -30.6% | -15.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling