+3,126.0%
CLS vs OKLO
+158.6%
+2,967.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.4% | +7.8% |
| 7D | +2.8% | +16.9% | -14.2% | -1.2% |
| 30D | -30.1% | -19.7% | -10.4% | -26.8% |
| 3M | -21.7% | -45.0% | +23.3% | -11.9% |
| 6M | -36.2% | -66.9% | +30.7% | -20.9% |
| YTD | -17.8% | -64.0% | +46.1% | -1.5% |
| 1Y | -26.8% | -75.2% | +48.4% | -6.4% |
| 3Y | +853.4% | +151.1% | +702.3% | +710.8% |
| 5Y | +2,005.0% | +162.8% | +1,842.2% | +1,694.0% |
| All | +3,126.0% | +158.6% | +2,967.4% | +2,668.4% |
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