-93.6%
OPEN vs CNH
-14.7%
-79.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.8% | -24.5% | -23.6% |
| 7D | -22.2% | -1.7% | -20.5% | -21.6% |
| 30D | -38.3% | -7.2% | -31.1% | -35.7% |
| 3M | -59.4% | +6.5% | -65.9% | -62.4% |
| 6M | -74.4% | +7.9% | -82.2% | -76.9% |
| YTD | -76.0% | +26.6% | -102.6% | -81.7% |
| 1Y | -78.7% | +13.8% | -92.4% | -82.3% |
| 3Y | -30.0% | +9.2% | -39.2% | -45.1% |
| All | -93.6% | -14.7% | -79.0% | -93.7% |
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 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