-80.3%
OKLO vs CBRE
-6.2%
-74.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -10.0% | -7.8% |
| 7D | -18.4% | +14.1% | -32.5% | -24.2% |
| 30D | -38.5% | +9.0% | -47.6% | -41.4% |
| 3M | -48.9% | -6.6% | -42.4% | -47.1% |
| 6M | -67.8% | +0.8% | -68.5% | -68.2% |
| YTD | -69.2% | -12.2% | -56.9% | -68.1% |
| 1Y | -80.3% | -6.8% | -73.5% | -80.6% |
| All | -80.3% | -6.2% | -74.1% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 1y: compounded portfolio wealth divided by compounded CBRE 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…
1y analysis · Full analysis span regression · 6 months rolling