-86.9%
OPEN vs CPB
-40.6%
-46.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -21.7% | +3.3% | -24.9% | -21.6% |
| 30D | -36.5% | +19.0% | -55.5% | -35.7% |
| 3M | -59.5% | +0.4% | -60.0% | -59.8% |
| 6M | -71.9% | +13.0% | -84.8% | -71.6% |
| YTD | -75.8% | -12.7% | -63.1% | -76.5% |
| 1Y | -78.5% | -20.9% | -57.6% | -79.5% |
| 3Y | -30.2% | -35.4% | +5.2% | -34.2% |
| 5Y | -93.3% | -32.3% | -61.0% | -93.2% |
| All | -86.9% | -40.6% | -46.4% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling