-5.7%
CMG vs OPEN
-84.0%
+78.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.4% |
| 7D | -6.5% | -2.9% | -3.6% | -6.3% |
| 30D | +12.1% | -13.8% | +25.9% | +13.2% |
| 3M | +20.6% | -30.9% | +51.5% | +23.3% |
| 6M | +2.1% | -40.9% | +43.0% | +5.2% |
| YTD | -2.6% | -48.5% | +45.9% | +1.0% |
| 1Y | -8.7% | -50.9% | +42.2% | -7.9% |
| 3Y | -7.4% | -20.6% | +13.3% | -19.2% |
| 5Y | -5.7% | -84.2% | +78.5% | -7.9% |
| All | -5.7% | -84.0% | +78.3% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling