+243.1%
CTVA vs OPEN
-70.7%
+313.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +4.9% | -4.3% | +9.2% | +5.1% |
| 30D | +11.9% | -16.2% | +28.1% | +12.6% |
| 3M | +13.7% | -36.4% | +50.0% | +15.4% |
| 6M | +13.1% | -35.5% | +48.6% | +14.5% |
| YTD | +32.0% | -46.0% | +77.9% | +34.2% |
| 1Y | +22.1% | -47.1% | +69.2% | +22.2% |
| 3Y | +77.5% | -19.0% | +96.5% | +65.7% |
| 5Y | +106.3% | -83.6% | +189.9% | +100.3% |
| All | +243.1% | -70.7% | +313.8% | +205.4% |
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 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