+326.6%
OKLO vs CNP
+83.8%
+242.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +7.7% | +0.7% | +7.1% | +7.7% |
| 30D | -4.3% | -0.1% | -4.3% | -4.3% |
| 3M | -24.6% | -5.6% | -19.0% | -24.6% |
| 6M | -31.1% | -7.5% | -23.6% | -31.0% |
| YTD | -40.7% | +5.5% | -46.2% | -41.4% |
| 1Y | -42.4% | +8.3% | -50.8% | -43.4% |
| 3Y | +310.9% | +51.8% | +259.1% | +290.9% |
| 5Y | +332.6% | +69.9% | +262.7% | +313.5% |
| All | +326.6% | +83.8% | +242.7% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling