+299.6%
OKLO vs CBRE
+64.0%
+235.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.0% |
| 7D | +0.1% | -7.2% | +7.3% | +2.3% |
| 30D | -15.2% | -6.4% | -8.7% | -13.6% |
| 3M | -26.2% | +2.9% | -29.1% | -27.1% |
| 6M | -35.0% | +2.5% | -37.6% | -35.4% |
| YTD | -44.4% | -14.2% | -30.2% | -42.3% |
| 1Y | -45.9% | -15.1% | -30.8% | -43.8% |
| 3Y | +284.9% | +61.9% | +223.1% | +278.4% |
| 5Y | +305.3% | +42.4% | +262.9% | +298.2% |
| All | +299.6% | +64.0% | +235.6% | +287.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling