+160.8%
OKLO vs CNP
+63.4%
+97.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.4% | +13.6% | +13.9% |
| 7D | +14.1% | -4.3% | +18.4% | +14.6% |
| 30D | -22.7% | +5.7% | -28.4% | -22.9% |
| 3M | -44.6% | +0.9% | -45.5% | -44.6% |
| 6M | -63.0% | -1.1% | -61.9% | -63.1% |
| YTD | -62.6% | +8.3% | -70.9% | -63.6% |
| 1Y | -76.2% | +5.9% | -82.1% | -76.7% |
| 3Y | +160.8% | +64.6% | +96.2% | +127.2% |
| All | +160.8% | +63.4% | +97.4% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling