+19.6%
CME vs OPEN
-72.7%
+92.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.8% | -12.4% | +1.7% |
| 7D | +4.8% | +3.7% | +1.2% | +4.9% |
| 30D | +14.2% | -14.3% | +28.4% | +13.6% |
| 3M | +17.9% | -51.9% | +69.9% | +15.4% |
| 6M | +7.2% | -61.4% | +68.6% | +4.8% |
| YTD | +16.7% | -66.0% | +82.8% | +13.8% |
| 1Y | +19.6% | -71.4% | +90.9% | +16.7% |
| All | +19.6% | -72.7% | +92.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling