-35.8%
CMI vs OPEN
-74.7%
+38.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | +0.5% | -15.0% | +15.5% | +0.9% |
| 30D | -14.0% | -40.2% | +26.2% | -12.8% |
| 3M | -28.1% | -67.4% | +39.3% | -25.4% |
| 6M | -35.8% | -74.0% | +38.2% | -33.0% |
| All | -35.8% | -74.7% | +38.9% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling