-38.8%
OKLO vs CMS
-0.5%
-38.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.5% | +5.2% |
| 7D | +12.4% | +1.2% | +11.2% | +13.0% |
| 30D | -10.6% | -3.2% | -7.4% | -12.0% |
| 3M | -26.5% | -2.2% | -24.3% | -28.1% |
| 6M | -25.6% | -9.4% | -16.2% | -29.5% |
| YTD | -39.6% | +0.7% | -40.3% | -38.0% |
| 1Y | -38.8% | +0.4% | -39.1% | -33.9% |
| All | -38.8% | -0.5% | -38.3% | -33.9% |
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