-71.4%
OPEN vs CP
+35.2%
-106.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +3.5% | +10.3% | +11.6% |
| 7D | +3.7% | +5.6% | -1.9% | +0.5% |
| 30D | -14.3% | +10.0% | -24.3% | -18.9% |
| 3M | -51.9% | +4.4% | -56.3% | -53.0% |
| 6M | -61.4% | +14.1% | -75.5% | -64.4% |
| YTD | -66.0% | +29.1% | -95.1% | -71.9% |
| 1Y | -71.4% | +34.6% | -105.9% | -78.6% |
| All | -71.4% | +35.2% | -106.6% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling