-87.4%
OPEN vs CRL
+93.9%
-181.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.9% |
| 7D | -31.1% | +5.0% | -36.1% | -34.7% |
| 30D | -34.7% | +13.5% | -48.2% | -43.5% |
| 3M | -61.9% | +21.5% | -83.4% | -69.1% |
| 6M | -71.9% | +103.4% | -175.3% | -85.7% |
| YTD | -76.6% | +71.8% | -148.4% | -86.7% |
| 1Y | -83.9% | +97.5% | -181.4% | -92.0% |
| 3Y | -34.4% | +99.2% | -133.6% | -69.8% |
| 5Y | -93.9% | -12.1% | -81.8% | -94.3% |
| All | -87.4% | +93.9% | -181.2% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling