+79.4%
CMG vs OPEN
-70.7%
+150.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.7% |
| 7D | -2.8% | -4.3% | +1.4% | -2.5% |
| 30D | +7.1% | -16.2% | +23.4% | +8.5% |
| 3M | +31.2% | -36.4% | +67.5% | +35.0% |
| 6M | +0.7% | -35.5% | +36.1% | +3.1% |
| YTD | -0.1% | -46.0% | +45.9% | +3.3% |
| 1Y | -10.7% | -47.1% | +36.4% | -10.5% |
| 3Y | -4.7% | -19.0% | +14.3% | -17.2% |
| 5Y | -3.8% | -83.6% | +79.8% | -10.0% |
| All | +79.4% | -70.7% | +150.1% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling