-87.0%
OPEN vs CF
+360.8%
-447.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.7% | -22.5% | -21.8% |
| 7D | -22.2% | -3.2% | -19.1% | -22.0% |
| 30D | -38.3% | +4.3% | -42.7% | -38.7% |
| 3M | -59.4% | +2.8% | -62.2% | -59.7% |
| 6M | -74.4% | +0.6% | -75.0% | -74.6% |
| YTD | -76.0% | +56.6% | -132.6% | -78.2% |
| 1Y | -78.7% | +49.6% | -128.3% | -80.5% |
| 3Y | -30.0% | +61.5% | -91.5% | -38.7% |
| 5Y | -93.7% | +124.0% | -217.7% | -94.6% |
| All | -87.0% | +360.8% | -447.8% | -86.7% |
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