-93.6%
OPEN vs CVE
+142.8%
-236.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.6% | -21.2% | -21.6% |
| 7D | -22.2% | -16.1% | -6.1% | -18.6% |
| 30D | -38.3% | -10.4% | -27.9% | -37.0% |
| 3M | -59.4% | -2.4% | -57.0% | -59.8% |
| 6M | -74.4% | -4.4% | -69.9% | -74.8% |
| YTD | -76.0% | +64.9% | -140.9% | -80.9% |
| 1Y | -78.7% | +66.0% | -144.7% | -83.1% |
| 3Y | -30.0% | +57.7% | -87.7% | -45.0% |
| All | -93.6% | +142.8% | -236.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling