+562.3%
CEG vs OKLO
+152.9%
+409.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -1.7% |
| 7D | +1.7% | +6.8% | -5.2% | -0.2% |
| 30D | -10.2% | -27.7% | +17.5% | -4.7% |
| 3M | -0.8% | -43.6% | +42.8% | +10.1% |
| 6M | -11.5% | -65.4% | +53.9% | +6.7% |
| YTD | -23.9% | -65.0% | +41.2% | -11.2% |
| 1Y | -25.4% | -77.5% | +52.1% | -5.7% |
| 3Y | +124.2% | +143.6% | -19.4% | +63.1% |
| All | +562.3% | +152.9% | +409.4% | +388.2% |
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 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