-87.4%
OPEN vs CF
+375.6%
-463.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | -31.1% | +10.4% | -41.4% | -31.7% |
| 30D | -34.7% | +7.6% | -42.2% | -35.2% |
| 3M | -61.9% | +5.2% | -67.0% | -62.2% |
| 6M | -71.9% | -0.1% | -71.8% | -72.0% |
| YTD | -76.6% | +61.7% | -138.3% | -78.8% |
| 1Y | -83.9% | +50.3% | -134.2% | -85.3% |
| 3Y | -34.4% | +66.0% | -100.4% | -42.6% |
| 5Y | -93.9% | +114.5% | -208.5% | -94.8% |
| All | -87.4% | +375.6% | -463.0% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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