-93.3%
OPEN vs CF
+112.3%
-205.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -21.7% | -0.9% | -20.8% | -21.7% |
| 30D | -36.5% | +6.9% | -43.4% | -37.1% |
| 3M | -59.5% | +4.8% | -64.4% | -60.0% |
| 6M | -71.9% | +4.7% | -76.5% | -72.4% |
| YTD | -75.8% | +56.5% | -132.3% | -78.7% |
| 1Y | -78.5% | +48.4% | -126.9% | -80.8% |
| 3Y | -30.2% | +59.1% | -89.3% | -41.4% |
| 5Y | -93.3% | +109.5% | -202.8% | -95.4% |
| All | -93.3% | +112.3% | -205.6% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling