-70.8%
OPEN vs CHRW
+117.1%
-187.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.1% |
| 7D | -4.3% | -1.4% | -2.9% | -3.6% |
| 30D | -16.2% | -3.5% | -12.8% | -14.9% |
| 3M | -36.4% | -19.4% | -17.0% | -30.9% |
| 6M | -35.5% | -21.4% | -14.1% | -29.4% |
| YTD | -46.0% | -7.1% | -38.8% | -46.3% |
| 1Y | -47.1% | +17.8% | -65.0% | -54.3% |
| 3Y | -19.0% | +78.8% | -97.8% | -48.8% |
| 5Y | -83.6% | +83.5% | -167.1% | -89.2% |
| All | -70.8% | +117.1% | -187.9% | -79.6% |
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