-87.4%
OPEN vs CP
+92.9%
-180.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -31.1% | -0.7% | -30.4% | -30.3% |
| 30D | -34.7% | +9.6% | -44.3% | -39.7% |
| 3M | -61.9% | +2.2% | -64.1% | -62.4% |
| 6M | -71.9% | +11.1% | -83.0% | -74.6% |
| YTD | -76.6% | +28.2% | -104.8% | -81.9% |
| 1Y | -83.9% | +32.2% | -116.1% | -87.9% |
| 3Y | -34.4% | +35.5% | -69.9% | -49.8% |
| 5Y | -93.9% | +26.8% | -120.7% | -95.0% |
| All | -87.4% | +92.9% | -180.2% | -91.7% |
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