-87.0%
OPEN vs CHRW
+84.3%
-171.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.3% | -19.5% | -20.6% |
| 7D | -22.2% | +0.6% | -22.8% | -22.2% |
| 30D | -38.3% | -7.3% | -31.0% | -35.9% |
| 3M | -59.4% | -14.2% | -45.2% | -56.4% |
| 6M | -74.4% | -25.1% | -49.3% | -71.5% |
| YTD | -76.0% | -21.2% | -54.8% | -74.2% |
| 1Y | -78.7% | -14.2% | -64.5% | -78.1% |
| 3Y | -30.0% | +63.5% | -93.5% | -54.7% |
| 5Y | -93.7% | +49.6% | -143.3% | -95.5% |
| All | -87.0% | +84.3% | -171.3% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling