+249.6%
OKLO vs CPNG
-19.3%
+268.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.1% | -12.2% | -10.5% |
| 7D | -12.2% | -1.1% | -11.1% | -12.0% |
| 30D | -19.7% | -7.4% | -12.4% | -17.2% |
| 3M | -37.4% | -12.3% | -25.1% | -34.0% |
| 6M | -42.3% | -19.4% | -22.8% | -38.1% |
| YTD | -49.5% | -35.9% | -13.6% | -40.5% |
| 1Y | -54.7% | -53.4% | -1.3% | -38.9% |
| 3Y | +249.6% | -20.0% | +269.6% | +324.0% |
| All | +249.6% | -19.3% | +268.9% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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