+313.5%
OKLO vs CVE
+307.4%
+6.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.8% |
| 7D | +2.8% | +2.5% | +0.3% | +2.4% |
| 30D | -4.0% | +16.7% | -20.7% | -6.6% |
| 3M | -36.9% | +9.3% | -46.2% | -38.0% |
| 6M | -37.1% | +43.6% | -80.7% | -41.9% |
| YTD | -42.5% | +93.6% | -136.1% | -50.0% |
| 1Y | -40.7% | +98.8% | -139.5% | -49.0% |
| 3Y | +299.1% | +73.6% | +225.5% | +236.0% |
| 5Y | +317.3% | +312.5% | +4.8% | +245.9% |
| All | +313.5% | +307.4% | +6.2% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling