+128.4%
OKLO vs CSGP
-60.4%
+188.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -4.7% | +27.3% | +23.2% |
| 7D | -6.7% | +1.3% | -8.0% | -7.2% |
| 30D | -36.0% | +10.7% | -46.7% | -37.7% |
| 3M | -44.2% | +3.3% | -47.5% | -45.2% |
| 6M | -70.4% | -10.3% | -60.1% | -70.2% |
| YTD | -67.2% | -54.6% | -12.6% | -59.2% |
| 1Y | -77.9% | -54.6% | -23.3% | -72.6% |
| 3Y | +128.4% | -60.3% | +188.8% | +203.3% |
| All | +128.4% | -60.4% | +188.9% | +203.3% |
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