-86.9%
OPEN vs CP
+93.4%
-180.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -1.2% |
| 7D | -21.7% | +2.8% | -24.4% | -23.1% |
| 30D | -36.5% | +11.3% | -47.8% | -42.3% |
| 3M | -59.5% | +2.9% | -62.4% | -60.4% |
| 6M | -71.9% | +9.8% | -81.6% | -74.3% |
| YTD | -75.8% | +28.5% | -104.3% | -81.3% |
| 1Y | -78.5% | +33.5% | -112.0% | -84.0% |
| 3Y | -30.2% | +31.9% | -62.1% | -45.5% |
| 5Y | -93.3% | +25.5% | -118.8% | -94.4% |
| All | -86.9% | +93.4% | -180.3% | -91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling