-16.8%
OPEN vs CNH
+9.6%
-26.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.5% |
| 7D | -4.3% | +23.3% | -27.5% | -14.7% |
| 30D | -16.2% | +33.5% | -49.7% | -29.0% |
| 3M | -36.4% | +32.7% | -69.1% | -46.1% |
| 6M | -35.5% | +22.2% | -57.6% | -43.6% |
| YTD | -46.0% | +57.7% | -103.7% | -60.8% |
| 1Y | -47.1% | +28.0% | -75.1% | -55.6% |
| All | -16.8% | +9.6% | -26.3% | -35.7% |
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