+334.0%
OKLO vs CMS
+35.0%
+299.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.5% | +5.0% |
| 7D | +12.4% | +1.2% | +11.2% | +12.6% |
| 30D | -10.6% | -3.2% | -7.4% | -10.9% |
| 3M | -26.5% | -2.2% | -24.3% | -26.8% |
| 6M | -25.6% | -9.4% | -16.2% | -26.4% |
| YTD | -39.6% | +0.7% | -40.3% | -39.7% |
| 1Y | -38.8% | +0.4% | -39.1% | -38.8% |
| 3Y | +318.1% | +35.2% | +282.9% | +314.2% |
| 5Y | +339.7% | +24.1% | +315.6% | +336.2% |
| All | +334.0% | +35.0% | +299.0% | +327.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling