+145.0%
OKLO vs CSGP
-64.5%
+209.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.4% |
| 7D | +27.3% | -6.1% | +33.4% | +27.9% |
| 30D | -23.1% | +0.3% | -23.4% | -23.4% |
| 3M | -45.8% | -1.3% | -44.5% | -46.1% |
| 6M | -66.8% | -8.9% | -57.9% | -66.7% |
| YTD | -65.9% | -55.2% | -10.7% | -62.2% |
| 1Y | -78.0% | -56.4% | -21.6% | -75.5% |
| 3Y | +137.4% | -62.2% | +199.6% | +169.9% |
| 5Y | +148.2% | -63.7% | +211.9% | +183.9% |
| All | +145.0% | -64.5% | +209.5% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling