-16.8%
OPEN vs CP
+17.1%
-33.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -4.3% | -2.7% | -1.6% | -1.4% |
| 30D | -16.2% | +0.2% | -16.4% | -16.2% |
| 3M | -36.4% | +2.6% | -38.9% | -38.7% |
| 6M | -35.5% | +6.0% | -41.4% | -40.6% |
| YTD | -46.0% | +24.9% | -70.9% | -59.5% |
| 1Y | -47.1% | +20.1% | -67.3% | -58.2% |
| All | -16.8% | +17.1% | -33.9% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling