-80.3%
OKLO vs CVE
+73.4%
-153.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.6% | +1.8% | -7.1% |
| 7D | -18.4% | -12.1% | -6.4% | -20.4% |
| 30D | -38.5% | -9.8% | -28.7% | -39.5% |
| 3M | -48.9% | -0.7% | -48.2% | -48.7% |
| 6M | -67.8% | -4.3% | -63.4% | -67.8% |
| YTD | -69.2% | +70.6% | -139.8% | -68.5% |
| 1Y | -80.3% | +73.2% | -153.4% | -80.3% |
| All | -80.3% | +73.4% | -153.7% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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