-41.4%
OPEN vs CNH
+29.5%
-70.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -15.0% | +3.0% | -18.0% | -16.2% |
| 30D | -40.2% | -0.6% | -39.6% | -40.2% |
| 3M | -67.4% | +14.6% | -82.0% | -70.3% |
| 6M | -74.0% | +11.8% | -85.8% | -76.3% |
| YTD | -79.6% | +30.4% | -110.0% | -83.8% |
| 1Y | -86.1% | +19.1% | -105.2% | -88.3% |
| 3Y | -41.4% | +30.2% | -71.6% | -69.1% |
| All | -41.4% | +29.5% | -70.9% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling