-83.6%
OPEN vs CF
+50.8%
-134.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.6% | -9.7% | -6.6% |
| 7D | -24.7% | +4.8% | -29.5% | -23.6% |
| 30D | -41.0% | +9.7% | -50.7% | -39.7% |
| 3M | -62.4% | +1.2% | -63.6% | -61.9% |
| 6M | -73.9% | +7.4% | -81.2% | -73.4% |
| YTD | -77.5% | +60.5% | -138.1% | -84.1% |
| 1Y | -83.6% | +50.7% | -134.3% | -87.3% |
| All | -83.6% | +50.8% | -134.4% | -87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling