-71.6%
OPEN vs CFG
+250.6%
-322.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.8% |
| 7D | +1.0% | +2.7% | -1.7% | -0.7% |
| 30D | -11.9% | -3.7% | -8.2% | -10.0% |
| 3M | -28.8% | +9.5% | -38.2% | -32.8% |
| 6M | -38.6% | +22.2% | -60.8% | -46.2% |
| YTD | -47.3% | +22.3% | -69.7% | -53.9% |
| 1Y | -49.2% | +39.4% | -88.6% | -58.9% |
| 3Y | -18.8% | +188.5% | -207.3% | -56.3% |
| 5Y | -83.6% | +101.5% | -185.2% | -89.6% |
| All | -71.6% | +250.6% | -322.2% | -79.4% |
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