-82.3%
OPEN vs CP
+33.1%
-115.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.7% |
| 7D | -21.7% | +2.8% | -24.4% | -22.6% |
| 30D | -36.5% | +11.3% | -47.8% | -39.9% |
| 3M | -59.5% | +2.9% | -62.4% | -60.0% |
| 6M | -71.9% | +9.8% | -81.6% | -73.2% |
| YTD | -75.8% | +28.5% | -104.3% | -79.7% |
| All | -82.3% | +33.1% | -115.4% | -86.4% |
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