+299.5%
OKLO vs CPRT
-25.6%
+325.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.4% |
| 30D | -4.0% | +16.6% | -20.6% | -6.9% |
| 3M | -36.9% | +9.6% | -46.5% | -38.2% |
| 6M | -37.1% | -11.1% | -26.0% | -34.2% |
| YTD | -42.5% | -13.9% | -28.6% | -39.4% |
| 1Y | -40.7% | -32.5% | -8.2% | -32.2% |
| All | +299.5% | -25.6% | +325.1% | +355.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling