-82.3%
OPEN vs CRL
+111.4%
-193.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.2% |
| 7D | -21.7% | +4.4% | -26.0% | -22.7% |
| 30D | -36.5% | +17.1% | -53.6% | -40.1% |
| 3M | -59.5% | +32.1% | -91.6% | -63.7% |
| 6M | -71.9% | +98.9% | -170.8% | -79.4% |
| YTD | -75.8% | +77.1% | -152.9% | -81.9% |
| All | -82.3% | +111.4% | -193.7% | -88.7% |
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