-87.0%
OPEN vs CPB
-40.6%
-46.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.3% | -20.5% | -21.9% |
| 7D | -22.2% | +8.0% | -30.2% | -21.9% |
| 30D | -38.3% | +22.4% | -60.7% | -37.4% |
| 3M | -59.4% | +2.5% | -61.9% | -59.5% |
| 6M | -74.4% | +12.2% | -86.6% | -74.1% |
| YTD | -76.0% | -12.8% | -63.2% | -76.7% |
| 1Y | -78.7% | -19.2% | -59.5% | -79.6% |
| 3Y | -30.0% | -35.6% | +5.6% | -34.1% |
| 5Y | -93.7% | -31.4% | -62.3% | -93.6% |
| All | -87.0% | -40.6% | -46.4% | -87.5% |
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