-30.0%
OPEN vs CPB
-36.0%
+6.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.3% | -20.5% | -21.6% |
| 7D | -22.2% | +8.0% | -30.2% | -22.7% |
| 30D | -38.3% | +22.4% | -60.7% | -39.3% |
| 3M | -59.4% | +2.5% | -61.9% | -59.7% |
| 6M | -74.4% | +12.2% | -86.6% | -74.7% |
| YTD | -76.0% | -12.8% | -63.2% | -76.4% |
| 1Y | -78.7% | -19.2% | -59.5% | -79.1% |
| 3Y | -30.0% | -35.6% | +5.6% | -27.9% |
| All | -30.0% | -36.0% | +6.0% | -27.9% |
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