+94.3%
OKLO vs CVE
+144.2%
-49.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.7% | -10.5% | -12.7% |
| 7D | -28.4% | -14.1% | -14.3% | -26.6% |
| 30D | -50.2% | -11.6% | -38.6% | -49.3% |
| 3M | -55.3% | 0.0% | -55.4% | -55.6% |
| 6M | -71.9% | -8.4% | -63.5% | -71.8% |
| YTD | -73.2% | +65.9% | -139.2% | -76.6% |
| 1Y | -84.2% | +69.4% | -153.6% | -86.2% |
| 3Y | +86.4% | +55.9% | +30.5% | +57.7% |
| All | +94.3% | +144.2% | -49.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling