-87.4%
OPEN vs CPB
-42.0%
-45.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.1% |
| 7D | -31.1% | -4.1% | -27.0% | -31.2% |
| 30D | -34.7% | +16.9% | -51.6% | -33.9% |
| 3M | -61.9% | -0.6% | -61.3% | -62.1% |
| 6M | -71.9% | +11.4% | -83.2% | -71.6% |
| YTD | -76.6% | -14.8% | -61.8% | -77.3% |
| 1Y | -83.9% | -24.8% | -59.1% | -84.7% |
| 3Y | -34.4% | -36.6% | +2.2% | -38.1% |
| 5Y | -93.9% | -33.3% | -60.6% | -93.8% |
| All | -87.4% | -42.0% | -45.4% | -87.8% |
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