-71.6%
OPEN vs CNI
+54.5%
-126.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | +1.0% | +2.5% | -1.5% | -1.8% |
| 30D | -11.9% | -2.5% | -9.4% | -9.2% |
| 3M | -28.8% | +2.7% | -31.5% | -31.7% |
| 6M | -38.6% | +16.9% | -55.5% | -50.4% |
| YTD | -47.3% | +26.3% | -73.7% | -61.4% |
| 1Y | -49.2% | +31.1% | -80.3% | -64.2% |
| 3Y | -18.8% | +21.1% | -39.9% | -33.8% |
| 5Y | -83.6% | +11.0% | -94.6% | -84.7% |
| All | -71.6% | +54.5% | -126.1% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling