+172.5%
OKLO vs CSGP
-62.4%
+234.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.3% | +11.7% | +13.8% |
| 7D | +14.1% | -1.8% | +15.9% | +14.2% |
| 30D | -22.7% | +5.3% | -27.9% | -23.3% |
| 3M | -44.6% | +3.3% | -47.9% | -45.1% |
| 6M | -63.0% | -4.7% | -58.3% | -63.1% |
| YTD | -62.6% | -53.5% | -9.1% | -58.4% |
| 1Y | -76.2% | -53.7% | -22.4% | -73.5% |
| 3Y | +160.8% | -59.7% | +220.6% | +197.1% |
| 5Y | +172.5% | -62.5% | +235.0% | +216.2% |
| All | +172.5% | -62.4% | +234.9% | +216.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling