-16.8%
OPEN vs CPB
-40.0%
+23.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.7% |
| 7D | -4.3% | -8.6% | +4.3% | -4.0% |
| 30D | -16.2% | -7.2% | -9.0% | -16.1% |
| 3M | -36.4% | +0.9% | -37.3% | -36.4% |
| 6M | -35.5% | -11.8% | -23.6% | -35.9% |
| YTD | -46.0% | -19.4% | -26.6% | -46.4% |
| 1Y | -47.1% | -30.4% | -16.8% | -47.7% |
| All | -16.8% | -40.0% | +23.2% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling