-40.7%
OKLO vs CMS
-1.9%
-38.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.5% |
| 7D | +2.8% | +0.4% | +2.4% | +3.0% |
| 30D | -4.0% | -3.6% | -0.4% | -5.8% |
| 3M | -36.9% | -1.9% | -35.0% | -38.2% |
| 6M | -37.1% | -11.0% | -26.2% | -41.0% |
| YTD | -42.5% | +0.2% | -42.7% | -41.0% |
| 1Y | -40.7% | -1.3% | -39.4% | -37.2% |
| All | -40.7% | -1.9% | -38.8% | -37.2% |
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