-87.0%
OPEN vs CG
+59.0%
-146.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.7% | -21.1% | -21.1% |
| 7D | -22.2% | -1.2% | -21.0% | -20.7% |
| 30D | -38.3% | +5.0% | -43.4% | -40.8% |
| 3M | -59.4% | -18.2% | -41.2% | -49.8% |
| 6M | -74.4% | -20.7% | -53.6% | -67.7% |
| YTD | -76.0% | -31.4% | -44.6% | -65.7% |
| 1Y | -78.7% | -22.3% | -56.4% | -73.2% |
| 3Y | -30.0% | +50.2% | -80.2% | -63.1% |
| 5Y | -93.7% | -22.1% | -71.7% | -93.5% |
| All | -87.0% | +59.0% | -146.1% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling