+811.7%
CLS vs OKLO
+161.3%
+650.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +14.0% | -6.1% | +4.8% |
| 7D | -10.6% | +14.1% | -24.7% | -13.4% |
| 30D | -38.4% | -22.7% | -15.8% | -35.1% |
| 3M | -29.9% | -44.6% | +14.7% | -21.3% |
| 6M | -40.6% | -63.0% | +22.3% | -28.1% |
| YTD | -24.6% | -62.6% | +38.0% | -10.4% |
| 1Y | -30.8% | -76.2% | +45.4% | -11.1% |
| 3Y | +811.7% | +160.8% | +650.9% | +741.9% |
| All | +811.7% | +161.3% | +650.4% | +741.9% |
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