+21.9%
CCL vs OKLO
-81.5%
+103.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.8% | +13.1% | +8.3% |
| 7D | +11.6% | -18.4% | +30.1% | +15.4% |
| 30D | +22.5% | -38.5% | +61.0% | +33.0% |
| 3M | +6.4% | -48.9% | +55.4% | +18.5% |
| 6M | +23.4% | -67.8% | +91.2% | +47.4% |
| YTD | +4.2% | -69.2% | +73.4% | +19.1% |
| 1Y | +21.9% | -80.3% | +102.2% | +46.2% |
| All | +21.9% | -81.5% | +103.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling