+54.1%
CCL vs OKLO
+319.3%
-265.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.3% | -1.8% |
| 7D | -0.1% | +12.4% | -12.5% | -1.3% |
| 30D | -20.0% | -10.6% | -9.4% | -19.3% |
| 3M | -13.7% | -26.5% | +12.9% | -11.6% |
| 6M | -9.0% | -25.6% | +16.6% | -7.6% |
| YTD | -22.8% | -39.6% | +16.8% | -20.9% |
| 1Y | -25.3% | -38.8% | +13.5% | -24.8% |
| 3Y | +54.1% | +318.1% | -264.0% | +14.9% |
| All | +54.1% | +319.3% | -265.2% | +14.9% |
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