-71.6%
OPEN vs CPAY
+60.3%
-131.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -0.7% |
| 7D | +1.0% | +0.6% | +0.4% | +0.5% |
| 30D | -11.9% | +3.6% | -15.5% | -14.5% |
| 3M | -28.8% | +16.6% | -45.4% | -38.1% |
| 6M | -38.6% | +29.5% | -68.1% | -52.5% |
| YTD | -47.3% | +35.3% | -82.6% | -62.0% |
| 1Y | -49.2% | +30.6% | -79.8% | -62.0% |
| 3Y | -18.8% | +49.7% | -68.5% | -49.1% |
| 5Y | -83.6% | +54.4% | -138.0% | -90.5% |
| All | -71.6% | +60.3% | -131.9% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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