+128.4%
OKLO vs CPRT
-30.7%
+159.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.6% | +24.3% | +22.9% |
| 7D | -6.7% | +6.0% | -12.8% | -7.8% |
| 30D | -36.0% | +20.0% | -56.1% | -38.3% |
| 3M | -44.2% | +10.1% | -54.3% | -45.3% |
| 6M | -70.4% | -4.3% | -66.1% | -70.0% |
| YTD | -67.2% | -18.4% | -48.8% | -64.9% |
| 1Y | -77.9% | -20.1% | -57.9% | -76.3% |
| 3Y | +128.4% | -30.4% | +158.8% | +165.7% |
| All | +128.4% | -30.7% | +159.1% | +165.7% |
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