+262.9%
OKLO vs CMI
+167.0%
+95.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -10.0% |
| 7D | -12.2% | -0.7% | -11.5% | -11.8% |
| 30D | -19.7% | -12.4% | -7.4% | -12.0% |
| 3M | -37.4% | -14.8% | -22.6% | -30.4% |
| 6M | -42.3% | +0.8% | -43.1% | -41.2% |
| YTD | -49.5% | +10.2% | -59.7% | -50.6% |
| 1Y | -54.7% | +37.4% | -92.1% | -60.2% |
| 3Y | +249.6% | +153.3% | +96.3% | +174.9% |
| 5Y | +268.1% | +167.6% | +100.5% | +188.3% |
| All | +262.9% | +167.0% | +95.9% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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