+639.5%
CEG vs OKLO
+316.0%
+323.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +4.2% |
| 7D | +8.0% | +2.8% | +5.2% | +7.4% |
| 30D | +12.9% | -4.0% | +16.9% | +13.2% |
| 3M | +13.2% | -36.9% | +50.0% | +22.3% |
| 6M | -7.0% | -37.1% | +30.1% | -1.4% |
| YTD | -15.0% | -42.5% | +27.5% | -9.6% |
| 1Y | -2.7% | -40.7% | +38.0% | -0.1% |
| 3Y | +184.1% | +299.1% | -115.1% | +88.3% |
| All | +639.5% | +316.0% | +323.4% | +397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling