-5.0%
CMG vs OPEN
-19.6%
+14.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -1.5% | +1.0% | -2.5% | -1.5% |
| 30D | +12.7% | -11.9% | +24.6% | +13.1% |
| 3M | +26.3% | -28.8% | +55.0% | +27.4% |
| 6M | +4.5% | -38.6% | +43.1% | +5.7% |
| YTD | -0.1% | -47.3% | +47.2% | +1.4% |
| 1Y | -6.8% | -49.2% | +42.4% | -6.2% |
| 3Y | -5.0% | -18.8% | +13.8% | -8.0% |
| All | -5.0% | -19.6% | +14.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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