-87.9%
OPEN vs CFG
+227.3%
-315.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.8% |
| 7D | -24.7% | +0.7% | -25.4% | -24.7% |
| 30D | -41.0% | +2.8% | -43.8% | -41.7% |
| 3M | -62.4% | -10.1% | -52.3% | -59.6% |
| 6M | -73.9% | +3.2% | -77.0% | -74.3% |
| YTD | -77.5% | +14.2% | -91.7% | -79.3% |
| 1Y | -83.6% | +27.4% | -111.0% | -85.9% |
| 3Y | -37.0% | +187.6% | -224.6% | -65.6% |
| 5Y | -93.3% | +65.7% | -159.0% | -95.5% |
| All | -87.9% | +227.3% | -315.2% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling