-70.8%
OPEN vs CVE
+705.4%
-776.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -4.3% | +2.5% | -6.8% | -4.9% |
| 30D | -16.2% | +16.7% | -33.0% | -19.5% |
| 3M | -36.4% | +9.3% | -45.6% | -38.2% |
| 6M | -35.5% | +43.6% | -79.0% | -42.1% |
| YTD | -46.0% | +93.6% | -139.6% | -55.4% |
| 1Y | -47.1% | +98.8% | -145.9% | -56.8% |
| 3Y | -19.0% | +73.6% | -92.6% | -32.8% |
| 5Y | -83.6% | +312.5% | -396.1% | -87.6% |
| All | -70.8% | +705.4% | -776.3% | -78.0% |
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 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