-86.9%
OPEN vs CG
+69.5%
-156.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.6% | -5.9% | -6.0% |
| 7D | -21.7% | +3.0% | -24.7% | -23.7% |
| 30D | -36.5% | +10.1% | -46.6% | -42.1% |
| 3M | -59.5% | -10.8% | -48.7% | -54.4% |
| 6M | -71.9% | -15.2% | -56.6% | -66.9% |
| YTD | -75.8% | -26.9% | -48.9% | -67.7% |
| 1Y | -78.5% | -17.0% | -61.5% | -74.9% |
| 3Y | -30.2% | +54.6% | -84.8% | -64.2% |
| 5Y | -93.3% | -16.7% | -76.5% | -93.5% |
| All | -86.9% | +69.5% | -156.4% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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