-84.0%
OPEN vs CF
+227.0%
-311.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.1% |
| 7D | -4.3% | +6.0% | -10.3% | -5.1% |
| 30D | -16.2% | +14.8% | -31.1% | -18.0% |
| 3M | -36.4% | +14.1% | -50.4% | -37.9% |
| 6M | -35.5% | +28.5% | -64.0% | -39.8% |
| YTD | -46.0% | +74.9% | -120.9% | -53.1% |
| 1Y | -47.1% | +61.7% | -108.8% | -53.2% |
| 3Y | -19.0% | +80.3% | -99.3% | -33.2% |
| All | -84.0% | +227.0% | -311.0% | -90.1% |
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 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