-87.0%
OPEN vs CMS
+43.5%
-130.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.3% | -20.5% | -21.3% |
| 7D | -22.2% | -0.5% | -21.7% | -21.9% |
| 30D | -38.3% | +7.2% | -45.5% | -39.6% |
| 3M | -59.4% | -1.3% | -58.1% | -59.1% |
| 6M | -74.4% | -4.3% | -70.0% | -74.1% |
| YTD | -76.0% | +2.1% | -78.1% | -76.5% |
| 1Y | -78.7% | -0.6% | -78.1% | -78.8% |
| 3Y | -30.0% | +38.0% | -68.0% | -37.0% |
| 5Y | -93.7% | +33.6% | -127.3% | -94.0% |
| All | -87.0% | +43.5% | -130.6% | -87.5% |
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