-71.4%
OPEN vs CRL
+85.3%
-156.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -7.3% | +21.1% | +15.5% |
| 7D | +3.7% | -12.8% | +16.4% | +7.2% |
| 30D | -14.3% | +5.0% | -19.3% | -16.7% |
| 3M | -51.9% | +39.4% | -91.3% | -58.2% |
| 6M | -61.4% | +89.4% | -150.8% | -71.0% |
| YTD | -66.0% | +63.6% | -129.6% | -73.5% |
| 1Y | -71.4% | +83.5% | -154.9% | -78.6% |
| All | -71.4% | +85.3% | -156.7% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling