-88.6%
OPEN vs CNH
+125.1%
-213.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.2% | -5.4% | -7.1% |
| 7D | -31.0% | +6.4% | -37.4% | -33.9% |
| 30D | -41.5% | -1.6% | -39.8% | -41.2% |
| 3M | -64.6% | +11.6% | -76.2% | -67.8% |
| 6M | -73.8% | +12.5% | -86.3% | -76.7% |
| YTD | -78.8% | +31.1% | -109.9% | -83.5% |
| 1Y | -86.8% | +17.0% | -103.8% | -88.9% |
| 3Y | -40.6% | +28.7% | -69.4% | -55.2% |
| 5Y | -94.7% | -17.4% | -77.3% | -94.6% |
| All | -88.6% | +125.1% | -213.6% | -90.9% |
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 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