-94.7%
OPEN vs CRL
-12.1%
-82.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | -15.0% | +0.1% | -15.1% | -15.1% |
| 30D | -40.2% | +11.9% | -52.1% | -47.7% |
| 3M | -67.4% | +20.2% | -87.6% | -73.4% |
| 6M | -74.0% | +107.5% | -181.6% | -87.1% |
| YTD | -79.6% | +69.4% | -149.0% | -88.3% |
| 1Y | -86.1% | +99.7% | -185.8% | -93.2% |
| 3Y | -41.4% | +98.8% | -140.2% | -73.6% |
| All | -94.7% | -12.1% | -82.6% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling