-30.0%
OPEN vs CF
+57.7%
-87.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.7% | -22.5% | -21.8% |
| 7D | -22.2% | -3.2% | -19.1% | -22.1% |
| 30D | -38.3% | +4.3% | -42.7% | -38.3% |
| 3M | -59.4% | +2.8% | -62.2% | -59.4% |
| 6M | -74.4% | +0.6% | -75.0% | -74.4% |
| YTD | -76.0% | +56.6% | -132.6% | -78.8% |
| 1Y | -78.7% | +49.6% | -128.3% | -80.9% |
| 3Y | -30.0% | +61.5% | -91.5% | -50.2% |
| All | -30.0% | +57.7% | -87.7% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling