+52.8%
CL vs OPEN
-87.0%
+139.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -21.8% | +19.6% | -2.2% |
| 7D | +1.3% | -22.2% | +23.6% | +1.2% |
| 30D | +11.4% | -38.3% | +49.7% | +11.1% |
| 3M | +4.4% | -59.4% | +63.8% | +4.0% |
| 6M | +10.8% | -74.4% | +85.1% | +10.1% |
| YTD | +25.1% | -76.0% | +101.1% | +24.4% |
| 1Y | +28.0% | -78.7% | +106.6% | +27.2% |
| 3Y | +37.6% | -30.0% | +67.6% | +39.2% |
| 5Y | +39.7% | -93.7% | +133.4% | +36.9% |
| All | +52.8% | -87.0% | +139.8% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling