-10.5%
OPEN vs CVE
+54.6%
-65.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.7% | -6.8% | -9.1% |
| 7D | -5.8% | -14.1% | +8.3% | -3.4% |
| 30D | -21.1% | -11.6% | -9.5% | -19.9% |
| 3M | -52.4% | 0.0% | -52.4% | -53.4% |
| 6M | -65.8% | -8.4% | -57.4% | -65.8% |
| YTD | -69.3% | +65.9% | -135.2% | -75.7% |
| 1Y | -75.2% | +69.4% | -144.7% | -80.6% |
| All | -10.5% | +54.6% | -65.1% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling