-84.0%
OPEN vs CP
+32.0%
-116.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.7% |
| YTD | -46.0% | +24.9% | -70.9% | -59.2% |
| 1Y | -47.1% | +20.1% | -67.3% | -57.9% |
| 3Y | -19.0% | +16.4% | -35.4% | -32.3% |
| All | -84.0% | +32.0% | -116.0% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling