+168.9%
OKLO vs CNH
+6.2%
+162.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +10.9% | +3.1% | +10.6% |
| 7D | +14.1% | +8.6% | +5.6% | +11.7% |
| 30D | -22.7% | +12.6% | -35.2% | -25.1% |
| 3M | -44.6% | +17.5% | -62.1% | -47.5% |
| 6M | -63.0% | +18.1% | -81.1% | -65.1% |
| YTD | -62.6% | +40.4% | -103.0% | -66.4% |
| 1Y | -76.2% | +34.0% | -110.2% | -78.3% |
| 3Y | +160.8% | +35.3% | +125.5% | +145.1% |
| 5Y | +172.5% | -5.1% | +177.6% | +156.2% |
| All | +168.9% | +6.2% | +162.7% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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