-70.8%
OPEN vs CRL
+63.2%
-134.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +2.0% |
| 7D | -4.3% | -1.0% | -3.2% | -3.5% |
| 30D | -16.2% | +10.7% | -26.9% | -22.9% |
| 3M | -36.4% | +55.3% | -91.6% | -57.0% |
| 6M | -35.5% | +60.7% | -96.1% | -58.9% |
| YTD | -46.0% | +44.6% | -90.6% | -62.7% |
| 1Y | -47.1% | +77.7% | -124.9% | -69.9% |
| 3Y | -19.0% | +37.6% | -56.7% | -45.2% |
| 5Y | -83.6% | -35.8% | -47.8% | -79.1% |
| All | -70.8% | +63.2% | -134.1% | -78.6% |
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