-87.9%
OPEN vs CLBK
+86.7%
-174.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | -24.7% | +2.4% | -27.2% | -25.8% |
| 30D | -41.0% | +4.9% | -45.9% | -42.7% |
| 3M | -62.4% | +5.3% | -67.6% | -63.6% |
| 6M | -73.9% | +28.3% | -102.2% | -77.7% |
| YTD | -77.5% | +61.1% | -138.7% | -83.6% |
| 1Y | -83.6% | +62.4% | -145.9% | -88.1% |
| 3Y | -37.0% | +54.7% | -91.7% | -51.9% |
| 5Y | -93.3% | +27.4% | -120.7% | -94.7% |
| All | -87.9% | +86.7% | -174.6% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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