-32.8%
OPEN vs CFG
+192.0%
-224.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.4% |
| 7D | -31.1% | -0.8% | -30.3% | -30.3% |
| 30D | -34.7% | +3.1% | -37.8% | -36.0% |
| 3M | -61.9% | -9.7% | -52.2% | -58.1% |
| 6M | -71.9% | +6.7% | -78.6% | -73.5% |
| YTD | -76.6% | +15.2% | -91.8% | -79.7% |
| 1Y | -83.9% | +28.8% | -112.7% | -87.5% |
| All | -32.8% | +192.0% | -224.8% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling