+299.5%
OKLO vs CSGP
-61.9%
+361.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.1% |
| 7D | +2.8% | -4.1% | +6.9% | +3.6% |
| 30D | -4.0% | +2.3% | -6.3% | -4.6% |
| 3M | -36.9% | -8.2% | -28.7% | -36.0% |
| 6M | -37.1% | -35.1% | -2.1% | -29.5% |
| YTD | -42.5% | -54.0% | +11.5% | -28.9% |
| 1Y | -40.7% | -65.3% | +24.6% | -17.8% |
| All | +299.5% | -61.9% | +361.4% | +424.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling