+151.4%
OKLO vs CVE
+249.9%
-98.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.6% |
| 7D | +6.8% | -10.0% | +16.8% | +8.5% |
| 30D | -27.7% | -11.9% | -15.8% | -26.4% |
| 3M | -43.6% | -5.9% | -37.7% | -43.3% |
| 6M | -65.4% | -1.6% | -63.8% | -65.7% |
| YTD | -65.0% | +66.3% | -131.3% | -69.0% |
| 1Y | -77.5% | +57.5% | -135.0% | -79.8% |
| 3Y | +143.6% | +65.4% | +78.2% | +109.3% |
| 5Y | +154.7% | +144.2% | +10.6% | +116.4% |
| All | +151.4% | +249.9% | -98.5% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling