-70.8%
OPEN vs CAG
-39.3%
-31.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -4.3% | -3.8% | -0.5% | -4.1% |
| 30D | -16.2% | +3.1% | -19.4% | -16.3% |
| 3M | -36.4% | +23.5% | -59.8% | -36.7% |
| 6M | -35.5% | -14.8% | -20.6% | -35.4% |
| YTD | -46.0% | -5.4% | -40.5% | -46.0% |
| 1Y | -47.1% | -11.8% | -35.3% | -47.2% |
| 3Y | -19.0% | -36.7% | +17.6% | -17.8% |
| 5Y | -83.6% | -40.3% | -43.3% | -83.2% |
| All | -70.8% | -39.3% | -31.6% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling