-77.5%
OKLO vs CSGP
-55.1%
-22.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -7.0% |
| 7D | +6.8% | -3.2% | +10.0% | +6.3% |
| 30D | -27.7% | +2.2% | -29.9% | -27.2% |
| 3M | -43.6% | -3.7% | -40.0% | -43.3% |
| 6M | -65.4% | -7.4% | -58.0% | -65.1% |
| YTD | -65.0% | -54.9% | -10.1% | -66.7% |
| 1Y | -77.5% | -54.9% | -22.6% | -78.2% |
| All | -77.5% | -55.1% | -22.4% | -78.2% |
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