-70.8%
OPEN vs CRS
+2,000.0%
-2,070.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | -0.1% |
| 7D | -4.3% | -0.2% | -4.0% | -4.2% |
| 30D | -16.2% | -16.6% | +0.4% | -9.6% |
| 3M | -36.4% | -3.5% | -32.9% | -35.8% |
| 6M | -35.5% | +15.4% | -50.9% | -40.3% |
| YTD | -46.0% | +51.2% | -97.2% | -55.9% |
| 1Y | -47.1% | +98.3% | -145.4% | -62.1% |
| 3Y | -19.0% | +651.5% | -670.6% | -69.0% |
| 5Y | -83.6% | +1,411.1% | -1,494.7% | -95.0% |
| All | -70.8% | +2,000.0% | -2,070.8% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling