+4,048.1%
CLS vs OKLO
+312.7%
+3,735.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | 0.0% |
| 7D | +4.6% | +2.8% | +1.8% | +3.9% |
| 30D | -13.9% | -4.0% | -9.9% | -13.6% |
| 3M | -26.6% | -36.9% | +10.3% | -19.7% |
| 6M | +15.4% | -37.1% | +52.5% | +24.9% |
| YTD | +5.7% | -42.5% | +48.2% | +15.3% |
| 1Y | +41.1% | -40.7% | +81.8% | +49.7% |
| 3Y | +1,228.6% | +299.1% | +929.5% | +929.9% |
| 5Y | +3,240.6% | +317.3% | +2,923.4% | +2,461.7% |
| All | +4,048.1% | +312.7% | +3,735.4% | +3,141.6% |
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