+86.2%
OKLO vs CVE
+54.6%
+31.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.7% | -10.5% | -12.3% |
| 7D | -28.4% | -14.1% | -14.3% | -24.6% |
| 30D | -50.2% | -11.6% | -38.6% | -48.3% |
| 3M | -55.3% | 0.0% | -55.4% | -56.1% |
| 6M | -71.9% | -8.4% | -63.5% | -71.8% |
| YTD | -73.2% | +65.9% | -139.2% | -80.8% |
| 1Y | -84.2% | +69.4% | -153.6% | -88.9% |
| All | +86.2% | +54.6% | +31.6% | +32.2% |
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