-49.2%
OPEN vs CRL
+72.1%
-121.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -1.1% |
| 7D | +1.0% | -0.6% | +1.5% | +1.3% |
| 30D | -11.9% | +5.0% | -16.9% | -14.1% |
| 3M | -28.8% | +50.6% | -79.4% | -44.8% |
| 6M | -38.6% | +60.9% | -99.5% | -55.4% |
| YTD | -47.3% | +40.7% | -88.1% | -58.1% |
| 1Y | -49.2% | +73.3% | -122.5% | -70.4% |
| All | -49.2% | +72.1% | -121.2% | -70.4% |
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 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