-87.0%
OPEN vs CRL
+91.0%
-178.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +7.8% | -29.6% | -27.6% |
| 7D | -22.2% | -6.1% | -16.1% | -21.0% |
| 30D | -38.3% | +12.4% | -50.7% | -46.3% |
| 3M | -59.4% | +27.1% | -86.5% | -68.3% |
| 6M | -74.4% | +85.7% | -160.1% | -85.9% |
| YTD | -76.0% | +69.2% | -145.2% | -86.2% |
| 1Y | -78.7% | +97.5% | -176.2% | -89.3% |
| 3Y | -30.0% | +86.1% | -116.1% | -65.7% |
| 5Y | -93.7% | -10.0% | -83.7% | -94.2% |
| All | -87.0% | +91.0% | -178.0% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling