+39.7%
CL vs OPEN
-70.7%
+110.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.2% | -4.3% | +2.1% | -2.2% |
| 30D | -4.8% | -16.2% | +11.4% | -4.9% |
| 3M | +4.9% | -36.4% | +41.3% | +4.7% |
| 6M | -5.7% | -35.5% | +29.7% | -5.9% |
| YTD | +14.4% | -46.0% | +60.4% | +14.1% |
| 1Y | +8.7% | -47.1% | +55.9% | +8.7% |
| 3Y | +30.0% | -19.0% | +49.0% | +31.4% |
| 5Y | +28.4% | -83.6% | +111.9% | +26.7% |
| All | +39.7% | -70.7% | +110.4% | +36.7% |
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