+155.0%
OKLO vs CBRE
+28.2%
+126.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -5.8% |
| 7D | +6.8% | -0.5% | +7.4% | +7.1% |
| 30D | -27.7% | +3.1% | -30.7% | -28.4% |
| 3M | -43.6% | -6.4% | -37.2% | -42.6% |
| 6M | -65.4% | -7.9% | -57.5% | -64.7% |
| YTD | -65.0% | -16.2% | -48.9% | -63.4% |
| 1Y | -77.5% | -11.2% | -66.3% | -76.8% |
| 3Y | +143.6% | +83.4% | +60.2% | +141.1% |
| All | +155.0% | +28.2% | +126.7% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling