+145.0%
OKLO vs CBRE
+57.5%
+87.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.0% |
| 7D | +27.3% | -2.8% | +30.1% | +28.5% |
| 30D | -23.1% | +2.2% | -25.3% | -23.6% |
| 3M | -45.8% | -10.1% | -35.7% | -44.2% |
| 6M | -66.8% | -8.0% | -58.8% | -66.1% |
| YTD | -65.9% | -17.6% | -48.4% | -64.2% |
| 1Y | -78.0% | -14.7% | -63.3% | -77.1% |
| 3Y | +137.4% | +80.4% | +57.0% | +135.6% |
| 5Y | +148.2% | +25.9% | +122.3% | +148.3% |
| All | +145.0% | +57.5% | +87.5% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling