+145.0%
OKLO vs CMS
+37.0%
+108.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.5% |
| 7D | +27.3% | -1.3% | +28.6% | +27.2% |
| 30D | -23.1% | +5.3% | -28.3% | -22.6% |
| 3M | -45.8% | -0.3% | -45.5% | -45.8% |
| 6M | -66.8% | -4.0% | -62.8% | -66.9% |
| YTD | -65.9% | +2.1% | -68.1% | -65.9% |
| 1Y | -78.0% | -4.7% | -73.3% | -78.1% |
| 3Y | +137.4% | +36.8% | +100.6% | +135.6% |
| 5Y | +148.2% | +34.9% | +113.4% | +146.2% |
| All | +145.0% | +37.0% | +108.0% | +141.6% |
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