-70.8%
OPEN vs CNH
+170.7%
-241.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.8% |
| 7D | -4.3% | +23.3% | -27.5% | -16.3% |
| 30D | -16.2% | +33.5% | -49.7% | -30.8% |
| 3M | -36.4% | +32.7% | -69.1% | -47.6% |
| 6M | -35.5% | +22.2% | -57.6% | -45.3% |
| YTD | -46.0% | +57.7% | -103.7% | -61.8% |
| 1Y | -47.1% | +28.0% | -75.1% | -56.8% |
| 3Y | -19.0% | +11.5% | -30.6% | -30.9% |
| 5Y | -83.6% | +11.9% | -95.4% | -85.6% |
| All | -70.8% | +170.7% | -241.6% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling