-37.0%
OPEN vs CMS
+39.1%
-76.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.3% |
| 7D | -24.7% | +0.5% | -25.2% | -24.7% |
| 30D | -41.0% | +7.4% | -48.4% | -43.4% |
| 3M | -62.4% | +1.9% | -64.2% | -62.7% |
| 6M | -73.9% | -2.3% | -71.5% | -73.8% |
| YTD | -77.5% | +3.0% | -80.5% | -79.0% |
| 1Y | -83.6% | -2.8% | -80.8% | -83.7% |
| 3Y | -37.0% | +37.9% | -74.9% | -64.7% |
| All | -37.0% | +39.1% | -76.2% | -64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling