-87.0%
OPEN vs CNP
+160.9%
-247.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.7% | -23.5% | -22.5% |
| 7D | -22.2% | -4.2% | -18.0% | -21.0% |
| 30D | -38.3% | +5.5% | -43.9% | -40.2% |
| 3M | -59.4% | +0.6% | -59.9% | -59.7% |
| 6M | -74.4% | -2.8% | -71.5% | -74.4% |
| YTD | -76.0% | +7.9% | -83.8% | -77.6% |
| 1Y | -78.7% | +6.7% | -85.3% | -79.9% |
| 3Y | -30.0% | +61.1% | -91.1% | -47.1% |
| 5Y | -93.7% | +73.0% | -166.7% | -95.0% |
| All | -87.0% | +160.9% | -247.9% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling