-24.1%
OPEN vs CNI
+18.7%
-42.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.0% |
| 7D | -10.5% | -1.1% | -9.4% | -9.3% |
| 30D | -21.8% | -3.5% | -18.3% | -18.2% |
| 3M | -37.5% | +2.2% | -39.7% | -39.9% |
| 6M | -44.1% | +15.1% | -59.2% | -55.2% |
| YTD | -52.0% | +24.7% | -76.7% | -65.9% |
| 1Y | -52.2% | +33.4% | -85.6% | -69.3% |
| All | -24.1% | +18.7% | -42.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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