-72.2%
OPEN vs CNH
+161.3%
-233.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.6% |
| 7D | -2.9% | +1.8% | -4.7% | -4.1% |
| 30D | -13.8% | +32.6% | -46.4% | -28.6% |
| 3M | -30.9% | +29.4% | -60.3% | -42.3% |
| 6M | -40.9% | +26.0% | -66.9% | -51.0% |
| YTD | -48.5% | +52.2% | -100.8% | -62.9% |
| 1Y | -50.9% | +23.9% | -74.8% | -59.2% |
| 3Y | -20.6% | +10.1% | -30.8% | -31.9% |
| 5Y | -84.2% | +13.2% | -97.3% | -86.1% |
| All | -72.2% | +161.3% | -233.6% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling