+55.1%
CL vs OPEN
-87.3%
+142.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.1% |
| 7D | -0.8% | -31.1% | +30.3% | -0.9% |
| 30D | +9.5% | -34.7% | +44.2% | +9.3% |
| 3M | +6.8% | -61.9% | +68.6% | +6.3% |
| 6M | +14.3% | -71.9% | +86.1% | +13.6% |
| YTD | +27.0% | -76.6% | +103.6% | +26.2% |
| 1Y | +26.3% | -83.9% | +110.2% | +25.3% |
| 3Y | +39.3% | -34.4% | +73.6% | +40.8% |
| 5Y | +41.5% | -93.9% | +135.5% | +38.5% |
| All | +55.1% | -87.3% | +142.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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