-71.4%
OPEN vs CFG
+34.2%
-105.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.4% | +11.4% | +12.0% |
| 7D | +3.7% | +1.8% | +1.9% | +2.5% |
| 30D | -14.3% | +3.3% | -17.6% | -16.1% |
| 3M | -51.9% | -9.8% | -42.1% | -48.6% |
| 6M | -61.4% | +5.2% | -66.6% | -62.9% |
| YTD | -66.0% | +16.1% | -82.1% | -70.6% |
| 1Y | -71.4% | +33.7% | -105.1% | -80.7% |
| All | -71.4% | +34.2% | -105.6% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling