+4,330.3%
CLS vs OKLO
+325.7%
+4,004.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +20.1% | +7.7% | +12.4% | +18.2% |
| 30D | +6.0% | -4.3% | +10.4% | +6.8% |
| 3M | -10.3% | -24.6% | +14.3% | -5.5% |
| 6M | +24.5% | -31.1% | +55.6% | +32.3% |
| YTD | +12.9% | -40.7% | +53.5% | +22.3% |
| 1Y | +36.7% | -42.4% | +79.1% | +45.6% |
| 3Y | +1,328.1% | +310.9% | +1,017.2% | +1,000.5% |
| 5Y | +3,682.3% | +332.6% | +3,349.7% | +2,758.6% |
| All | +4,330.3% | +325.7% | +4,004.6% | +3,340.0% |
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 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