-92.0%
OPEN vs CF
+125.5%
-217.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.2% | -15.8% | -10.2% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -21.1% | +2.2% | -23.3% | -21.5% |
| 3M | -52.4% | +2.1% | -54.5% | -52.8% |
| 6M | -65.8% | -6.5% | -59.2% | -65.8% |
| YTD | -69.3% | +55.6% | -124.9% | -72.9% |
| 1Y | -75.2% | +42.3% | -117.5% | -77.7% |
| 3Y | -14.4% | +55.7% | -70.1% | -27.6% |
| 5Y | -92.0% | +122.4% | -214.4% | -94.7% |
| All | -92.0% | +125.5% | -217.5% | -94.7% |
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