-83.9%
OPEN vs CMS
-2.8%
-81.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -31.1% | -1.1% | -29.9% | -31.0% |
| 30D | -34.7% | +6.6% | -41.3% | -34.2% |
| 3M | -61.9% | +0.8% | -62.7% | -61.8% |
| 6M | -71.9% | -3.3% | -68.5% | -72.3% |
| YTD | -76.6% | +2.7% | -79.3% | -80.3% |
| 1Y | -83.9% | -4.0% | -79.9% | -83.1% |
| All | -83.9% | -2.8% | -81.1% | -83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling