-83.6%
OPEN vs CAG
-5.9%
-77.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -6.9% |
| 7D | -24.7% | +6.6% | -31.3% | -25.7% |
| 30D | -41.0% | +13.9% | -54.9% | -42.3% |
| 3M | -62.4% | +4.0% | -66.4% | -62.8% |
| 6M | -73.9% | +10.0% | -83.8% | -74.1% |
| YTD | -77.5% | -6.1% | -71.4% | -78.6% |
| 1Y | -83.6% | -4.3% | -79.3% | -84.6% |
| All | -83.6% | -5.9% | -77.6% | -84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling