-30.0%
OPEN vs CRL
+86.4%
-116.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +7.8% | -29.6% | -26.2% |
| 7D | -22.2% | -6.1% | -16.1% | -21.0% |
| 30D | -38.3% | +12.4% | -50.7% | -44.6% |
| 3M | -59.4% | +27.1% | -86.5% | -66.6% |
| 6M | -74.4% | +85.7% | -160.1% | -84.2% |
| YTD | -76.0% | +69.2% | -145.2% | -84.5% |
| 1Y | -78.7% | +97.5% | -176.2% | -87.8% |
| 3Y | -30.0% | +86.1% | -116.1% | -61.4% |
| All | -30.0% | +86.4% | -116.4% | -61.4% |
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 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