+146.0%
CCL vs OKLO
+143.6%
+2.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.4% |
| 7D | +5.8% | +6.8% | -1.0% | +4.8% |
| 30D | +17.3% | -27.7% | +44.9% | +20.3% |
| 3M | +11.3% | -43.6% | +54.9% | +16.6% |
| 6M | +18.5% | -65.4% | +83.9% | +28.8% |
| YTD | +2.8% | -65.0% | +67.8% | +10.2% |
| 1Y | +16.7% | -77.5% | +94.2% | +28.8% |
| 3Y | +146.0% | +143.6% | +2.4% | +103.2% |
| All | +146.0% | +143.6% | +2.4% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling