-70.8%
OPEN vs CHD
+37.8%
-108.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | -16.2% | -4.6% | -11.6% | -15.8% |
| 3M | -36.4% | +5.0% | -41.4% | -36.7% |
| 6M | -35.5% | -3.2% | -32.2% | -35.3% |
| YTD | -46.0% | +18.6% | -64.6% | -47.0% |
| 1Y | -47.1% | +4.8% | -52.0% | -47.5% |
| 3Y | -19.0% | +6.1% | -25.2% | -21.3% |
| 5Y | -83.6% | +24.0% | -107.5% | -84.3% |
| All | -70.8% | +37.8% | -108.7% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling