-16.8%
OPEN vs CAG
-37.0%
+20.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | +1.0% | -5.3% | +6.3% | +1.4% |
| 30D | -11.9% | +1.0% | -12.9% | -12.0% |
| 3M | -28.8% | +17.4% | -46.1% | -29.5% |
| 6M | -38.6% | -16.8% | -21.8% | -38.1% |
| YTD | -47.3% | -6.8% | -40.6% | -47.3% |
| 1Y | -49.2% | -15.4% | -33.8% | -49.0% |
| All | -16.8% | -37.0% | +20.2% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling