-84.0%
OPEN vs CRL
-35.5%
-48.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.9% |
| 7D | -4.3% | -1.0% | -3.2% | -3.5% |
| 30D | -16.2% | +10.7% | -26.9% | -22.8% |
| 3M | -36.4% | +55.3% | -91.6% | -56.7% |
| 6M | -35.5% | +60.7% | -96.1% | -58.6% |
| YTD | -46.0% | +44.6% | -90.6% | -62.5% |
| 1Y | -47.1% | +77.7% | -124.9% | -69.7% |
| 3Y | -19.0% | +37.6% | -56.7% | -44.6% |
| All | -84.0% | -35.5% | -48.5% | -82.9% |
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