-83.9%
OPEN vs CNH
+31.1%
-115.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.7% |
| 7D | -31.1% | +6.7% | -37.7% | -32.2% |
| 30D | -34.7% | +7.2% | -41.9% | -35.8% |
| 3M | -61.9% | +17.5% | -79.4% | -63.8% |
| 6M | -71.9% | +15.0% | -86.8% | -73.1% |
| YTD | -76.6% | +36.8% | -113.4% | -82.3% |
| 1Y | -83.9% | +27.6% | -111.5% | -87.1% |
| All | -83.9% | +31.1% | -115.0% | -87.1% |
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 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