+942.5%
CRDO vs OKLO
+249.6%
+692.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.2% | +10.8% | +4.0% |
| 7D | -4.5% | -12.2% | +7.8% | -1.5% |
| 30D | -39.2% | -19.7% | -19.5% | -36.1% |
| 3M | -38.5% | -37.4% | -1.1% | -31.2% |
| 6M | +40.6% | -42.3% | +82.9% | +58.2% |
| YTD | +13.2% | -49.5% | +62.8% | +29.5% |
| 1Y | +2.3% | -54.7% | +57.0% | +17.1% |
| 3Y | +942.5% | +249.6% | +692.9% | +776.2% |
| All | +942.5% | +249.6% | +692.9% | +776.2% |
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