-87.0%
OPEN vs CLX
-41.7%
-45.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.3% | -22.0% | -21.8% |
| 7D | -22.2% | +13.6% | -35.8% | -24.2% |
| 30D | -38.3% | +23.4% | -61.7% | -40.8% |
| 3M | -59.4% | -2.8% | -56.5% | -59.3% |
| 6M | -74.4% | +14.0% | -88.3% | -75.0% |
| YTD | -76.0% | +4.2% | -80.2% | -76.3% |
| 1Y | -78.7% | -1.2% | -77.5% | -78.8% |
| 3Y | -30.0% | -12.7% | -17.3% | -29.3% |
| 5Y | -93.7% | -26.5% | -67.2% | -93.9% |
| All | -87.0% | -41.7% | -45.4% | -88.3% |
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