-72.2%
OPEN vs CAG
-40.7%
-31.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -2.9% | -6.6% | +3.7% | -2.7% |
| 30D | -13.8% | +2.3% | -16.1% | -13.9% |
| 3M | -30.9% | +16.3% | -47.2% | -31.1% |
| 6M | -40.9% | -16.0% | -24.9% | -40.8% |
| YTD | -48.5% | -7.7% | -40.8% | -48.5% |
| 1Y | -50.9% | -16.0% | -34.9% | -50.9% |
| 3Y | -20.6% | -37.7% | +17.1% | -19.3% |
| 5Y | -84.2% | -41.2% | -42.9% | -83.8% |
| All | -72.2% | -40.7% | -31.5% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling