+151.4%
OKLO vs CPRT
-6.0%
+157.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.1% | -6.5% |
| 7D | +6.8% | +4.0% | +2.8% | +6.4% |
| 30D | -27.7% | +18.2% | -45.9% | -29.0% |
| 3M | -43.6% | +9.2% | -52.8% | -44.1% |
| 6M | -65.4% | -4.8% | -60.6% | -65.1% |
| YTD | -65.0% | -17.5% | -47.5% | -64.1% |
| 1Y | -77.5% | -22.0% | -55.5% | -76.7% |
| 3Y | +143.6% | -33.7% | +177.3% | +159.6% |
| 5Y | +154.7% | -15.0% | +169.7% | +172.1% |
| All | +151.4% | -6.0% | +157.4% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling