-71.4%
OPEN vs CNH
+15.2%
-86.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.2% | +14.0% | +13.8% |
| 7D | +3.7% | +6.5% | -2.8% | +1.8% |
| 30D | -14.3% | -12.0% | -2.3% | -11.3% |
| 3M | -51.9% | +4.4% | -56.3% | -52.8% |
| 6M | -61.4% | +15.7% | -77.1% | -63.5% |
| YTD | -66.0% | +28.2% | -94.3% | -73.4% |
| 1Y | -71.4% | +14.8% | -86.2% | -74.6% |
| All | -71.4% | +15.2% | -86.6% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling