+111.2%
CEG vs OKLO
+129.3%
-18.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +22.7% | -18.4% | -0.4% |
| 7D | -4.7% | -6.7% | +2.0% | -3.9% |
| 30D | -16.6% | -36.0% | +19.5% | -9.2% |
| 3M | -4.1% | -44.2% | +40.1% | +6.4% |
| 6M | -22.3% | -70.4% | +48.1% | -3.3% |
| YTD | -28.9% | -67.2% | +38.2% | -16.0% |
| 1Y | -28.5% | -77.9% | +49.5% | -9.1% |
| All | +111.2% | +129.3% | -18.1% | +61.3% |
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