+318.1%
OKLO vs CNP
+54.5%
+263.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.9% |
| 7D | +12.4% | +1.6% | +10.8% | +12.3% |
| 30D | -10.6% | -0.8% | -9.8% | -10.5% |
| 3M | -26.5% | -3.6% | -23.0% | -26.6% |
| 6M | -25.6% | -6.9% | -18.7% | -25.5% |
| YTD | -39.6% | +6.4% | -46.1% | -41.2% |
| 1Y | -38.8% | +9.9% | -48.7% | -41.0% |
| 3Y | +318.1% | +53.1% | +265.0% | +270.4% |
| All | +318.1% | +54.5% | +263.5% | +270.4% |
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