-18.8%
OPEN vs CRS
+653.3%
-672.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.0% |
| 7D | +1.0% | -3.1% | +4.1% | +2.4% |
| 30D | -11.9% | -19.6% | +7.7% | -3.1% |
| 3M | -28.8% | -8.1% | -20.7% | -26.6% |
| 6M | -38.6% | +18.6% | -57.2% | -44.2% |
| YTD | -47.3% | +45.9% | -93.2% | -57.1% |
| 1Y | -49.2% | +82.5% | -131.6% | -63.1% |
| 3Y | -18.8% | +648.9% | -667.7% | -78.4% |
| All | -18.8% | +653.3% | -672.0% | -78.4% |
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 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