+326.6%
OKLO vs CPRT
-6.8%
+333.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | +7.7% | -0.4% | +8.1% | +7.7% |
| 30D | -4.3% | +8.2% | -12.6% | -5.1% |
| 3M | -24.6% | +2.3% | -26.9% | -24.9% |
| 6M | -31.1% | -14.7% | -16.3% | -29.5% |
| YTD | -40.7% | -18.2% | -22.5% | -39.0% |
| 1Y | -42.4% | -33.4% | -9.1% | -39.1% |
| 3Y | +310.9% | -28.3% | +339.2% | +337.9% |
| 5Y | +332.6% | -9.8% | +342.5% | +361.3% |
| All | +326.6% | -6.8% | +333.4% | +354.3% |
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