-89.0%
OPEN vs CMS
+46.0%
-135.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.2% |
| 7D | -15.0% | +1.7% | -16.7% | -15.5% |
| 30D | -40.2% | +6.2% | -46.4% | -41.3% |
| 3M | -67.4% | +0.6% | -68.0% | -67.4% |
| 6M | -74.0% | -1.8% | -72.3% | -74.0% |
| YTD | -79.6% | +3.8% | -83.4% | -80.1% |
| 1Y | -86.1% | -1.8% | -84.3% | -86.1% |
| 3Y | -41.4% | +39.8% | -81.2% | -47.5% |
| 5Y | -94.9% | +37.1% | -132.0% | -95.1% |
| All | -89.0% | +46.0% | -135.0% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling