-70.8%
OPEN vs CFG
+254.5%
-325.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.3% | +1.5% | -5.8% | -5.1% |
| 30D | -16.2% | -3.8% | -12.4% | -14.2% |
| 3M | -36.4% | +11.5% | -47.8% | -40.7% |
| 6M | -35.5% | +19.2% | -54.6% | -42.5% |
| YTD | -46.0% | +23.7% | -69.7% | -53.0% |
| 1Y | -47.1% | +38.8% | -86.0% | -57.2% |
| 3Y | -19.0% | +178.9% | -197.9% | -55.8% |
| 5Y | -83.6% | +101.8% | -185.4% | -89.6% |
| All | -70.8% | +254.5% | -325.4% | -79.0% |
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 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