-89.0%
OPEN vs CRS
+1,188.8%
-1,277.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -1.0% | -2.6% |
| 7D | -15.0% | +4.8% | -19.8% | -16.6% |
| 30D | -40.2% | -23.2% | -17.0% | -34.5% |
| 3M | -67.4% | -45.5% | -21.9% | -58.8% |
| 6M | -74.0% | -33.1% | -40.9% | -70.0% |
| YTD | -79.6% | -7.2% | -72.4% | -79.9% |
| 1Y | -86.1% | -10.0% | -76.1% | -86.1% |
| 3Y | -41.4% | +332.3% | -373.7% | -72.2% |
| 5Y | -94.9% | +801.9% | -896.7% | -98.1% |
| All | -89.0% | +1,188.8% | -1,277.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling