-16.8%
OPEN vs CRL
+38.0%
-54.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.7% |
| 7D | -4.3% | -1.0% | -3.2% | -3.6% |
| 30D | -16.2% | +10.7% | -26.9% | -21.8% |
| 3M | -36.4% | +55.3% | -91.6% | -54.1% |
| 6M | -35.5% | +60.7% | -96.1% | -55.6% |
| YTD | -46.0% | +44.6% | -90.6% | -60.1% |
| 1Y | -47.1% | +77.7% | -124.9% | -67.0% |
| All | -16.8% | +38.0% | -54.8% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling