-87.0%
OPEN vs CP
+89.6%
-176.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.7% | -20.1% | -20.2% |
| 7D | -22.2% | +2.8% | -25.0% | -23.6% |
| 30D | -38.3% | +10.2% | -48.5% | -43.4% |
| 3M | -59.4% | +2.4% | -61.7% | -60.0% |
| 6M | -74.4% | +7.7% | -82.0% | -76.2% |
| YTD | -76.0% | +26.0% | -102.0% | -81.1% |
| 1Y | -78.7% | +34.6% | -113.3% | -84.3% |
| 3Y | -30.0% | +26.7% | -56.7% | -43.3% |
| 5Y | -93.7% | +24.9% | -118.6% | -94.7% |
| All | -87.0% | +89.6% | -176.6% | -91.4% |
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 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