-94.7%
OPEN vs CNP
+74.5%
-169.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | -15.0% | +1.3% | -16.3% | -15.8% |
| 30D | -40.2% | +3.8% | -44.0% | -42.3% |
| 3M | -67.4% | +2.4% | -69.8% | -68.3% |
| 6M | -74.0% | -1.2% | -72.8% | -74.5% |
| YTD | -79.6% | +9.3% | -88.9% | -82.0% |
| 1Y | -86.1% | +6.4% | -92.5% | -87.4% |
| 3Y | -41.4% | +66.4% | -107.7% | -66.1% |
| All | -94.7% | +74.5% | -169.2% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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