-89.0%
OPEN vs CHD
+58.5%
-147.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.1% | -3.8% |
| 7D | -15.0% | +3.6% | -18.6% | -15.4% |
| 30D | -40.2% | +10.4% | -50.6% | -40.8% |
| 3M | -67.4% | +12.2% | -79.6% | -67.8% |
| 6M | -74.0% | +19.9% | -93.9% | -74.5% |
| YTD | -79.6% | +36.4% | -116.0% | -80.2% |
| 1Y | -86.1% | +35.1% | -121.2% | -86.5% |
| 3Y | -41.4% | +29.2% | -70.6% | -44.1% |
| 5Y | -94.9% | +33.4% | -128.3% | -95.2% |
| All | -89.0% | +58.5% | -147.4% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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