-87.0%
OPEN vs CFG
+219.3%
-306.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.9% | -20.9% | -21.2% |
| 7D | -22.2% | -0.9% | -21.3% | -21.4% |
| 30D | -38.3% | +1.1% | -39.4% | -38.3% |
| 3M | -59.4% | -12.0% | -47.4% | -55.8% |
| 6M | -74.4% | -2.2% | -72.1% | -73.9% |
| YTD | -76.0% | +11.4% | -87.4% | -77.6% |
| 1Y | -78.7% | +27.8% | -106.5% | -81.7% |
| 3Y | -30.0% | +173.3% | -203.3% | -60.6% |
| 5Y | -93.7% | +62.4% | -156.2% | -95.8% |
| All | -87.0% | +219.3% | -306.3% | -90.0% |
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