+32.1%
CCL vs OKLO
+158.6%
-126.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.5% |
| 7D | -1.5% | +16.9% | -18.5% | -3.3% |
| 30D | +16.5% | -19.7% | +36.2% | +18.4% |
| 3M | +11.2% | -45.0% | +56.2% | +16.8% |
| 6M | +22.6% | -66.9% | +89.5% | +34.1% |
| YTD | +2.6% | -64.0% | +66.6% | +9.8% |
| 1Y | +17.0% | -75.2% | +92.1% | +28.3% |
| 3Y | +145.5% | +151.1% | -5.5% | +85.1% |
| 5Y | +36.1% | +162.8% | -126.7% | -2.4% |
| All | +32.1% | +158.6% | -126.5% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling