-89.0%
OPEN vs CHRW
+97.7%
-186.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -15.0% | +7.3% | -22.3% | -18.0% |
| 30D | -40.2% | -3.6% | -36.6% | -39.1% |
| 3M | -67.4% | -9.6% | -57.8% | -66.0% |
| 6M | -74.0% | -17.0% | -57.0% | -72.6% |
| YTD | -79.6% | -15.4% | -64.2% | -78.8% |
| 1Y | -86.1% | -10.0% | -76.1% | -86.1% |
| 3Y | -41.4% | +82.2% | -123.5% | -64.5% |
| 5Y | -94.9% | +59.4% | -154.2% | -96.4% |
| All | -89.0% | +97.7% | -186.7% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling