-52.2%
OPEN vs CAI
-29.0%
-23.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -10.5% | -5.1% | -5.5% | -9.3% |
| 30D | -21.8% | +3.9% | -25.7% | -22.5% |
| 3M | -37.5% | +40.1% | -77.6% | -43.1% |
| 6M | -44.1% | +29.7% | -73.8% | -48.7% |
| YTD | -52.0% | -10.9% | -41.1% | -51.0% |
| 1Y | -52.2% | -28.0% | -24.2% | -47.1% |
| All | -52.2% | -29.0% | -23.2% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling