-83.6%
OPEN vs CRS
+1,394.1%
-1,477.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.6% |
| 7D | +1.0% | -3.1% | +4.1% | +2.7% |
| 30D | -11.9% | -19.6% | +7.7% | -1.1% |
| 3M | -28.8% | -8.1% | -20.7% | -26.3% |
| 6M | -38.6% | +18.6% | -57.2% | -45.5% |
| YTD | -47.3% | +45.9% | -93.2% | -59.2% |
| 1Y | -49.2% | +82.5% | -131.6% | -66.0% |
| 3Y | -18.8% | +648.9% | -667.7% | -80.6% |
| 5Y | -83.6% | +1,438.1% | -1,521.7% | -97.5% |
| All | -83.6% | +1,394.1% | -1,477.7% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling