-70.8%
OPEN vs CG
+88.1%
-159.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +2.3% |
| 7D | -4.3% | -4.3% | +0.1% | +0.2% |
| 30D | -16.2% | -5.1% | -11.1% | -11.8% |
| 3M | -36.4% | +8.7% | -45.0% | -42.1% |
| 6M | -35.5% | -9.2% | -26.2% | -30.6% |
| YTD | -46.0% | -18.9% | -27.1% | -35.5% |
| 1Y | -47.1% | -25.6% | -21.5% | -31.1% |
| 3Y | -19.0% | +57.3% | -76.3% | -58.2% |
| 5Y | -83.6% | +10.2% | -93.7% | -87.2% |
| All | -70.8% | +88.1% | -159.0% | -82.8% |
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