-47.1%
OPEN vs CNH
+29.2%
-76.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.6% |
| 7D | -4.3% | +23.3% | -27.5% | -10.4% |
| 30D | -16.2% | +33.5% | -49.7% | -24.1% |
| 3M | -36.4% | +32.7% | -69.1% | -42.1% |
| 6M | -35.5% | +22.2% | -57.6% | -39.4% |
| YTD | -46.0% | +57.7% | -103.7% | -60.2% |
| 1Y | -47.1% | +28.0% | -75.1% | -52.9% |
| All | -47.1% | +29.2% | -76.4% | -52.9% |
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