-30.2%
OPEN vs CHD
+29.8%
-60.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -21.7% | +0.8% | -22.4% | -21.7% |
| 30D | -36.5% | +13.5% | -49.9% | -36.6% |
| 3M | -59.5% | +8.1% | -67.7% | -59.6% |
| 6M | -71.9% | +19.9% | -91.7% | -71.8% |
| YTD | -75.8% | +34.0% | -109.8% | -75.8% |
| 1Y | -78.5% | +29.8% | -108.3% | -78.5% |
| 3Y | -30.2% | +28.7% | -58.9% | -22.9% |
| All | -30.2% | +29.8% | -60.0% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling