-16.8%
OPEN vs CAPR
+40.5%
-57.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -4.3% | -2.0% | -2.3% | -4.2% |
| 30D | -16.2% | +139.2% | -155.4% | -17.5% |
| 3M | -36.4% | -66.4% | +30.0% | -36.0% |
| 6M | -35.5% | -63.1% | +27.7% | -35.2% |
| YTD | -46.0% | -67.4% | +21.5% | -45.7% |
| 1Y | -47.1% | +58.2% | -105.4% | -50.9% |
| All | -16.8% | +40.5% | -57.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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