-94.7%
OPEN vs CF
+114.1%
-208.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | -15.0% | +4.8% | -19.8% | -15.4% |
| 30D | -40.2% | +4.7% | -44.9% | -40.5% |
| 3M | -67.4% | +7.4% | -74.8% | -67.8% |
| 6M | -74.0% | +0.6% | -74.6% | -74.2% |
| YTD | -79.6% | +64.1% | -143.7% | -82.1% |
| 1Y | -86.1% | +51.4% | -137.5% | -87.6% |
| 3Y | -41.4% | +67.8% | -109.2% | -50.9% |
| All | -94.7% | +114.1% | -208.8% | -96.3% |
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 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