-89.0%
OPEN vs CVE
+627.0%
-716.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | -15.0% | +5.9% | -20.9% | -16.1% |
| 30D | -40.2% | -10.9% | -29.3% | -39.0% |
| 3M | -67.4% | -4.5% | -62.9% | -67.4% |
| 6M | -74.0% | -1.0% | -73.0% | -74.5% |
| YTD | -79.6% | +74.7% | -154.3% | -82.9% |
| 1Y | -86.1% | +65.8% | -151.9% | -88.2% |
| 3Y | -41.4% | +73.2% | -114.6% | -51.7% |
| 5Y | -94.9% | +155.6% | -250.5% | -95.9% |
| All | -89.0% | +627.0% | -716.0% | -91.6% |
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