-4.1%
CMG vs OPEN
-94.8%
+90.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +0.6% |
| 7D | +2.5% | -15.0% | +17.5% | +3.7% |
| 30D | +15.6% | -40.2% | +55.8% | +19.6% |
| 3M | +8.2% | -67.4% | +75.6% | +16.8% |
| 6M | +9.9% | -74.0% | +83.9% | +19.9% |
| YTD | -4.6% | -79.6% | +74.9% | +5.3% |
| 1Y | +12.4% | -86.1% | +98.5% | +27.2% |
| 3Y | -18.0% | -41.4% | +23.4% | -29.4% |
| All | -4.1% | -94.8% | +90.7% | +19.7% |
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