+105.2%
OPEN vs CAI
-14.7%
+119.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.3% |
| 7D | -15.0% | -8.7% | -6.3% | -12.1% |
| 30D | -40.2% | -23.8% | -16.4% | -34.4% |
| 3M | -67.4% | +3.9% | -71.3% | -68.5% |
| 6M | -74.0% | +56.8% | -130.9% | -79.2% |
| YTD | -79.6% | -14.6% | -65.0% | -78.4% |
| 1Y | -86.1% | -5.2% | -80.9% | -86.2% |
| All | +105.2% | -14.7% | +119.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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