+145.0%
OKLO vs CNH
-0.8%
+145.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -4.2% |
| 7D | +27.3% | +6.4% | +20.9% | +25.6% |
| 30D | -23.1% | -1.6% | -21.4% | -22.4% |
| 3M | -45.8% | +11.6% | -57.4% | -47.8% |
| 6M | -66.8% | +12.5% | -79.3% | -68.2% |
| YTD | -65.9% | +31.1% | -97.0% | -68.7% |
| 1Y | -78.0% | +17.0% | -95.0% | -79.2% |
| 3Y | +137.4% | +28.7% | +108.6% | +128.1% |
| 5Y | +148.2% | -17.4% | +165.6% | +138.3% |
| All | +145.0% | -0.8% | +145.8% | +133.4% |
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