+262.9%
OKLO vs CRS
+1,148.3%
-885.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.0% | -8.8% |
| 7D | -12.2% | -6.8% | -5.5% | -10.0% |
| 30D | -19.7% | -16.1% | -3.6% | -14.5% |
| 3M | -37.4% | -21.2% | -16.2% | -31.9% |
| 6M | -42.3% | +8.7% | -51.0% | -43.6% |
| YTD | -49.5% | +41.0% | -90.5% | -54.6% |
| 1Y | -54.7% | +82.7% | -137.4% | -62.3% |
| 3Y | +249.6% | +604.8% | -355.2% | +151.0% |
| 5Y | +268.1% | +1,384.7% | -1,116.6% | +163.5% |
| All | +262.9% | +1,148.3% | -885.3% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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