-86.9%
OPEN vs CNH
+141.0%
-228.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -5.6% |
| 7D | -21.7% | +8.6% | -30.2% | -25.9% |
| 30D | -36.5% | +12.6% | -49.0% | -41.3% |
| 3M | -59.5% | +17.5% | -77.0% | -64.4% |
| 6M | -71.9% | +18.1% | -90.0% | -75.7% |
| YTD | -75.8% | +40.4% | -116.2% | -81.9% |
| 1Y | -78.5% | +34.0% | -112.5% | -83.4% |
| 3Y | -30.2% | +35.3% | -65.5% | -48.9% |
| 5Y | -93.3% | -5.1% | -88.2% | -93.7% |
| All | -86.9% | +141.0% | -228.0% | -90.1% |
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