+139.7%
OKLO vs CPRT
-7.4%
+147.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | +1.6% | -0.4% | +1.9% | +1.6% |
| 30D | -17.6% | +21.2% | -38.8% | -19.3% |
| 3M | -48.5% | +8.3% | -56.8% | -49.0% |
| 6M | -65.7% | -3.4% | -62.3% | -65.5% |
| YTD | -66.7% | -18.7% | -48.0% | -65.7% |
| 1Y | -76.5% | -23.5% | -52.9% | -75.6% |
| 3Y | +132.5% | -34.2% | +166.6% | +148.0% |
| 5Y | +142.8% | -18.2% | +161.0% | +160.0% |
| All | +139.7% | -7.4% | +147.1% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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