+92.4%
OKLO vs CSGP
-62.2%
+154.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.6% | -11.6% | -13.1% |
| 7D | -28.4% | +13.9% | -42.3% | -29.2% |
| 30D | -50.2% | +16.0% | -66.2% | -51.1% |
| 3M | -55.3% | +6.1% | -61.4% | -55.8% |
| 6M | -71.9% | -8.2% | -63.8% | -71.8% |
| YTD | -73.2% | -52.3% | -20.9% | -70.4% |
| 1Y | -84.2% | -54.5% | -29.7% | -82.3% |
| 3Y | +86.4% | -58.6% | +145.0% | +111.0% |
| 5Y | +94.9% | -61.5% | +156.4% | +122.0% |
| All | +92.4% | -62.2% | +154.6% | +117.5% |
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