-18.0%
CMG vs OPEN
-42.5%
+24.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +0.4% |
| 7D | +2.5% | -15.0% | +17.5% | +3.1% |
| 30D | +15.6% | -40.2% | +55.8% | +17.5% |
| 3M | +8.2% | -67.4% | +75.6% | +12.0% |
| 6M | +9.9% | -74.0% | +83.9% | +14.2% |
| YTD | -4.6% | -79.6% | +74.9% | -0.4% |
| 1Y | +12.4% | -86.1% | +98.5% | +18.4% |
| 3Y | -18.0% | -41.4% | +23.4% | -17.0% |
| All | -18.0% | -42.5% | +24.5% | -17.0% |
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