-70.8%
OPEN vs CP
+88.0%
-158.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -4.3% | -2.7% | -1.6% | -1.7% |
| 30D | -16.2% | +0.2% | -16.4% | -16.2% |
| 3M | -36.4% | +2.6% | -38.9% | -38.4% |
| 6M | -35.5% | +6.0% | -41.4% | -39.9% |
| YTD | -46.0% | +24.9% | -70.9% | -57.4% |
| 1Y | -47.1% | +20.1% | -67.3% | -56.4% |
| 3Y | -19.0% | +16.4% | -35.4% | -29.8% |
| 5Y | -83.6% | +31.7% | -115.3% | -86.4% |
| All | -70.8% | +88.0% | -158.8% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling