+168.9%
OKLO vs CMS
+37.6%
+131.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.5% | +13.4% | +14.0% |
| 7D | +14.1% | -0.9% | +15.0% | +14.0% |
| 30D | -22.7% | +7.1% | -29.7% | -22.0% |
| 3M | -44.6% | -1.3% | -43.3% | -44.6% |
| 6M | -63.0% | -2.7% | -60.3% | -63.1% |
| YTD | -62.6% | +2.6% | -65.2% | -62.5% |
| 1Y | -76.2% | -2.0% | -74.2% | -76.2% |
| 3Y | +160.8% | +39.6% | +121.2% | +159.0% |
| 5Y | +172.5% | +35.3% | +137.2% | +170.4% |
| All | +168.9% | +37.6% | +131.3% | +165.4% |
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