+40.8%
CL vs OPEN
-93.7%
+134.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.2% | +0.1% |
| 7D | +2.6% | -24.7% | +27.3% | +2.5% |
| 30D | +11.8% | -41.0% | +52.8% | +11.6% |
| 3M | +5.9% | -62.4% | +68.3% | +5.7% |
| 6M | +13.3% | -73.9% | +87.2% | +13.0% |
| YTD | +27.1% | -77.5% | +104.6% | +26.7% |
| 1Y | +28.0% | -83.6% | +111.6% | +27.5% |
| 3Y | +39.4% | -37.0% | +76.4% | +40.2% |
| 5Y | +40.8% | -93.3% | +134.0% | +35.4% |
| All | +40.8% | -93.7% | +134.5% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling