-87.4%
OPEN vs CRS
+1,247.6%
-1,334.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.0% |
| 3M | -61.9% | -43.2% | -18.6% | -52.6% |
| 6M | -71.9% | -28.9% | -43.0% | -68.4% |
| YTD | -76.6% | -3.0% | -73.6% | -77.4% |
| 1Y | -83.9% | -5.3% | -78.6% | -84.3% |
| 3Y | -34.4% | +363.5% | -397.9% | -69.9% |
| 5Y | -93.9% | +858.2% | -952.1% | -97.8% |
| All | -87.4% | +1,247.6% | -1,334.9% | -94.9% |
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