-80.3%
OKLO vs CMS
+1.4%
-81.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -5.3% |
| 7D | -18.4% | +4.1% | -22.5% | -17.1% |
| 30D | -38.5% | +10.9% | -49.4% | -36.2% |
| 3M | -48.9% | -0.2% | -48.7% | -49.3% |
| 6M | -67.8% | -4.7% | -63.0% | -68.6% |
| YTD | -69.2% | +3.9% | -73.1% | -68.0% |
| 1Y | -80.3% | +0.4% | -80.6% | -79.7% |
| All | -80.3% | +1.4% | -81.7% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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