+128.4%
OKLO vs CMS
+35.4%
+93.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.1% | +24.8% | +22.0% |
| 7D | -6.7% | -1.3% | -5.4% | -7.0% |
| 30D | -36.0% | +6.3% | -42.4% | -35.0% |
| 3M | -44.2% | -2.1% | -42.1% | -44.5% |
| 6M | -70.4% | -5.1% | -65.3% | -70.8% |
| YTD | -67.2% | +1.3% | -68.4% | -67.0% |
| 1Y | -77.9% | -1.4% | -76.5% | -77.9% |
| 3Y | +128.4% | +36.9% | +91.5% | +119.3% |
| All | +128.4% | +35.4% | +93.0% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling