-87.0%
OPEN vs CVE
+586.3%
-673.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.6% | -21.2% | -21.7% |
| 7D | -22.2% | -16.1% | -6.1% | -19.4% |
| 30D | -38.3% | -10.4% | -27.9% | -37.3% |
| 3M | -59.4% | -2.4% | -57.0% | -59.7% |
| 6M | -74.4% | -4.4% | -69.9% | -74.6% |
| YTD | -76.0% | +64.9% | -140.9% | -79.6% |
| 1Y | -78.7% | +66.0% | -144.7% | -81.9% |
| 3Y | -30.0% | +57.7% | -87.7% | -41.1% |
| 5Y | -93.7% | +144.7% | -238.5% | -95.0% |
| All | -87.0% | +586.3% | -673.3% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling