+160.8%
OKLO vs CCEP
+108.8%
+52.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.2% | +12.8% | +14.1% |
| 7D | +14.1% | +1.7% | +12.5% | +14.4% |
| 30D | -22.7% | +12.7% | -35.4% | -22.2% |
| 3M | -44.6% | +8.5% | -53.1% | -44.2% |
| 6M | -63.0% | +25.6% | -88.5% | -63.0% |
| YTD | -62.6% | +30.9% | -93.5% | -62.3% |
| 1Y | -76.2% | +32.0% | -108.1% | -76.0% |
| 3Y | +160.8% | +110.9% | +49.9% | +141.5% |
| All | +160.8% | +108.8% | +52.0% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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