-86.9%
OPEN vs CMS
+44.3%
-131.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -21.7% | -0.9% | -20.8% | -21.3% |
| 30D | -36.5% | +7.1% | -43.5% | -37.8% |
| 3M | -59.5% | -1.3% | -58.3% | -59.3% |
| 6M | -71.9% | -2.7% | -69.2% | -71.8% |
| YTD | -75.8% | +2.6% | -78.4% | -76.3% |
| 1Y | -78.5% | -2.0% | -76.5% | -78.5% |
| 3Y | -30.2% | +39.6% | -69.8% | -37.3% |
| 5Y | -93.3% | +35.3% | -128.6% | -93.6% |
| All | -86.9% | +44.3% | -131.3% | -87.4% |
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