-30.0%
OPEN vs CDW
-21.8%
-8.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.9% | -20.9% | -21.3% |
| 7D | -22.2% | +2.1% | -24.3% | -22.7% |
| 30D | -38.3% | +14.7% | -53.1% | -42.2% |
| 3M | -59.4% | +11.1% | -70.5% | -61.6% |
| 6M | -74.4% | +45.6% | -119.9% | -79.6% |
| YTD | -76.0% | +17.1% | -93.1% | -79.0% |
| 1Y | -78.7% | +13.2% | -91.8% | -80.6% |
| 3Y | -30.0% | -22.2% | -7.8% | -22.6% |
| All | -30.0% | -21.8% | -8.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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