+334.0%
OKLO vs CPNG
-62.0%
+396.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.1% | +5.4% |
| 7D | +12.4% | -6.3% | +18.7% | +13.5% |
| 30D | -10.6% | -8.7% | -1.8% | -9.3% |
| 3M | -26.5% | -2.4% | -24.1% | -26.2% |
| 6M | -25.6% | -22.3% | -3.3% | -23.2% |
| YTD | -39.6% | -37.2% | -2.4% | -36.2% |
| 1Y | -38.8% | -53.0% | +14.2% | -33.2% |
| 3Y | +318.1% | -20.0% | +338.1% | +344.6% |
| 5Y | +339.7% | -52.8% | +392.5% | +370.1% |
| All | +334.0% | -62.0% | +396.0% | +367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling