-39.2%
OPEN vs CPB
-37.1%
-2.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.1% | -8.4% | -9.4% |
| 7D | -31.0% | -5.8% | -25.2% | -30.4% |
| 30D | -41.5% | +16.5% | -57.9% | -42.1% |
| 3M | -64.6% | -1.1% | -63.5% | -64.7% |
| 6M | -73.8% | +11.5% | -85.3% | -74.0% |
| YTD | -78.8% | -15.7% | -63.1% | -79.0% |
| 1Y | -86.8% | -24.7% | -62.2% | -87.0% |
| All | -39.2% | -37.1% | -2.1% | -36.1% |
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