-84.0%
OPEN vs CNI
+11.9%
-95.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.3% |
| 7D | -2.9% | +0.9% | -3.8% | -4.0% |
| 30D | -13.8% | -2.1% | -11.7% | -11.2% |
| 3M | -30.9% | +1.8% | -32.7% | -33.4% |
| 6M | -40.9% | +14.8% | -55.7% | -52.8% |
| YTD | -48.5% | +25.4% | -73.9% | -63.9% |
| 1Y | -50.9% | +32.9% | -83.8% | -68.2% |
| 3Y | -20.6% | +20.2% | -40.8% | -38.2% |
| All | -84.0% | +11.9% | -95.9% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling