-32.8%
OPEN vs CRS
+363.7%
-396.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.2% |
| 7D | -31.1% | +4.4% | -35.4% | -32.2% |
| 30D | -34.7% | -19.1% | -15.5% | -30.1% |
| 3M | -61.9% | -43.2% | -18.6% | -52.5% |
| 6M | -71.9% | -28.9% | -43.0% | -68.4% |
| YTD | -76.6% | -3.0% | -73.6% | -77.6% |
| 1Y | -83.9% | -5.3% | -78.6% | -84.3% |
| All | -32.8% | +363.7% | -396.4% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling