-70.8%
OPEN vs CLX
-46.5%
-24.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -4.3% | -9.2% | +5.0% | -2.7% |
| 30D | -16.2% | -11.0% | -5.2% | -14.5% |
| 3M | -36.4% | +5.0% | -41.4% | -36.8% |
| 6M | -35.5% | -18.8% | -16.6% | -33.3% |
| YTD | -46.0% | -4.4% | -41.6% | -45.8% |
| 1Y | -47.1% | -21.9% | -25.3% | -45.0% |
| 3Y | -19.0% | -32.8% | +13.7% | -15.8% |
| 5Y | -83.6% | -34.6% | -49.0% | -83.8% |
| All | -70.8% | -46.5% | -24.4% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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