-40.7%
OKLO vs CSGP
-64.9%
+24.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.3% |
| 7D | +2.8% | -4.1% | +6.9% | +2.3% |
| 30D | -4.0% | +2.3% | -6.3% | -3.5% |
| 3M | -36.9% | -8.2% | -28.7% | -37.0% |
| 6M | -37.1% | -35.1% | -2.1% | -39.4% |
| YTD | -42.5% | -54.0% | +11.5% | -48.9% |
| 1Y | -40.7% | -65.3% | +24.6% | -48.1% |
| All | -40.7% | -64.9% | +24.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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