-83.4%
OPEN vs CVE
+590.3%
-673.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.7% | -6.8% | -9.0% |
| 7D | -5.8% | -14.1% | +8.3% | -3.0% |
| 30D | -21.1% | -11.6% | -9.5% | -19.5% |
| 3M | -52.4% | 0.0% | -52.4% | -53.0% |
| 6M | -65.8% | -8.4% | -57.4% | -65.8% |
| YTD | -69.3% | +65.9% | -135.2% | -74.0% |
| 1Y | -75.2% | +69.4% | -144.7% | -79.2% |
| 3Y | -14.4% | +55.9% | -70.3% | -27.7% |
| 5Y | -92.0% | +146.2% | -238.1% | -93.6% |
| All | -83.4% | +590.3% | -673.7% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling