-71.6%
OPEN vs CHRW
+120.7%
-192.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.4% |
| 7D | +1.0% | +1.9% | -1.0% | 0.0% |
| 30D | -11.9% | +0.9% | -12.8% | -12.6% |
| 3M | -28.8% | -19.9% | -8.9% | -22.3% |
| 6M | -38.6% | -15.8% | -22.8% | -35.2% |
| YTD | -47.3% | -5.6% | -41.8% | -48.1% |
| 1Y | -49.2% | +21.0% | -70.2% | -56.6% |
| 3Y | -18.8% | +86.0% | -104.8% | -50.0% |
| 5Y | -83.6% | +88.6% | -172.3% | -89.3% |
| All | -71.6% | +120.7% | -192.3% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CHRW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling