+128.4%
OKLO vs CVE
+53.7%
+74.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.6% | +23.2% | +22.8% |
| 7D | -6.7% | -16.1% | +9.4% | -1.1% |
| 30D | -36.0% | -10.4% | -25.7% | -33.9% |
| 3M | -44.2% | -2.4% | -41.8% | -44.6% |
| 6M | -70.4% | -4.4% | -66.0% | -70.7% |
| YTD | -67.2% | +64.9% | -132.1% | -76.4% |
| 1Y | -77.9% | +66.0% | -144.0% | -84.3% |
| 3Y | +128.4% | +57.7% | +70.8% | +62.5% |
| All | +128.4% | +53.7% | +74.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling