-70.8%
OPEN vs CPB
-45.1%
-25.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.3% |
| 7D | -4.3% | -8.6% | +4.3% | -5.1% |
| 30D | -16.2% | -7.2% | -9.0% | -16.9% |
| 3M | -36.4% | +0.9% | -37.3% | -36.2% |
| 6M | -35.5% | -11.8% | -23.6% | -36.7% |
| YTD | -46.0% | -19.4% | -26.6% | -47.7% |
| 1Y | -47.1% | -30.4% | -16.8% | -50.1% |
| 3Y | -19.0% | -40.2% | +21.1% | -23.7% |
| 5Y | -83.6% | -39.5% | -44.1% | -83.5% |
| All | -70.8% | -45.1% | -25.7% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling