-84.0%
OPEN vs CNH
+11.5%
-95.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -2.1% |
| 7D | -4.3% | +23.3% | -27.5% | -17.5% |
| 30D | -16.2% | +33.5% | -49.7% | -32.4% |
| 3M | -36.4% | +32.7% | -69.1% | -48.8% |
| 6M | -35.5% | +22.2% | -57.6% | -46.3% |
| YTD | -46.0% | +57.7% | -103.7% | -63.7% |
| 1Y | -47.1% | +28.0% | -75.1% | -58.0% |
| 3Y | -19.0% | +11.5% | -30.6% | -32.6% |
| All | -84.0% | +11.5% | -95.5% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling