+86.2%
OKLO vs CSGP
-58.5%
+144.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.6% | -11.6% | -13.0% |
| 7D | -28.4% | +13.9% | -42.3% | -29.8% |
| 30D | -50.2% | +16.0% | -66.2% | -51.7% |
| 3M | -55.3% | +6.1% | -61.4% | -56.1% |
| 6M | -71.9% | -8.2% | -63.8% | -71.6% |
| YTD | -73.2% | -52.3% | -20.9% | -66.9% |
| 1Y | -84.2% | -54.5% | -29.7% | -80.0% |
| All | +86.2% | -58.5% | +144.7% | +146.3% |
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