+313.5%
OKLO vs CSGP
-63.5%
+377.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.9% |
| 7D | +2.8% | -4.1% | +6.9% | +3.3% |
| 30D | -4.0% | +2.3% | -6.3% | -4.3% |
| 3M | -36.9% | -8.2% | -28.7% | -36.4% |
| 6M | -37.1% | -35.1% | -2.1% | -33.3% |
| YTD | -42.5% | -54.0% | +11.5% | -36.0% |
| 1Y | -40.7% | -65.3% | +24.6% | -30.7% |
| 3Y | +299.1% | -62.6% | +361.7% | +355.0% |
| 5Y | +317.3% | -64.8% | +382.1% | +376.3% |
| All | +313.5% | -63.5% | +377.1% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling