-89.0%
OPEN vs CFG
+229.5%
-318.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.3% | -4.0% |
| 7D | -15.0% | +3.2% | -18.2% | -16.7% |
| 30D | -40.2% | +5.1% | -45.3% | -41.7% |
| 3M | -67.4% | -11.2% | -56.2% | -64.7% |
| 6M | -74.0% | +9.6% | -83.6% | -75.4% |
| YTD | -79.6% | +15.0% | -94.6% | -81.3% |
| 1Y | -86.1% | +29.9% | -116.0% | -88.3% |
| 3Y | -41.4% | +192.1% | -233.5% | -68.2% |
| 5Y | -94.9% | +62.3% | -157.2% | -96.6% |
| All | -89.0% | +229.5% | -318.5% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling