-78.7%
OPEN vs CFG
+27.1%
-105.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.9% | -20.9% | -21.0% |
| 7D | -22.2% | -0.9% | -21.3% | -21.1% |
| 30D | -38.3% | +1.1% | -39.4% | -38.2% |
| 3M | -59.4% | -12.0% | -47.4% | -55.6% |
| 6M | -74.4% | -2.2% | -72.1% | -73.8% |
| YTD | -76.0% | +11.4% | -87.4% | -78.0% |
| 1Y | -78.7% | +27.8% | -106.5% | -84.3% |
| All | -78.7% | +27.1% | -105.8% | -84.3% |
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