+299.5%
OKLO vs CVE
+72.1%
+227.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.0% |
| 7D | +2.8% | +2.5% | +0.3% | +1.9% |
| 30D | -4.0% | +16.7% | -20.7% | -9.7% |
| 3M | -36.9% | +9.3% | -46.2% | -39.3% |
| 6M | -37.1% | +43.6% | -80.7% | -48.3% |
| YTD | -42.5% | +93.6% | -136.1% | -60.0% |
| 1Y | -40.7% | +98.8% | -139.5% | -60.0% |
| All | +299.5% | +72.1% | +227.5% | +171.1% |
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