+160.8%
OKLO vs CVE
+67.9%
+92.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.5% | +13.5% | +13.8% |
| 7D | +14.1% | -10.1% | +24.2% | +18.4% |
| 30D | -22.7% | -12.1% | -10.5% | -19.5% |
| 3M | -44.6% | -1.9% | -42.7% | -45.1% |
| 6M | -63.0% | -1.8% | -61.1% | -63.8% |
| YTD | -62.6% | +65.8% | -128.4% | -73.2% |
| 1Y | -76.2% | +60.8% | -137.0% | -82.7% |
| 3Y | +160.8% | +70.1% | +90.7% | +85.1% |
| All | +160.8% | +67.9% | +92.9% | +85.1% |
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