-18.8%
OPEN vs CMS
+35.3%
-54.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +1.0% | +1.2% | -0.2% | +0.2% |
| 30D | -11.9% | -3.2% | -8.8% | -10.2% |
| 3M | -28.8% | -2.2% | -26.6% | -28.9% |
| 6M | -38.6% | -9.4% | -29.2% | -35.5% |
| YTD | -47.3% | +0.7% | -48.0% | -50.0% |
| 1Y | -49.2% | +0.4% | -49.5% | -51.1% |
| 3Y | -18.8% | +35.2% | -54.0% | -48.6% |
| All | -18.8% | +35.3% | -54.1% | -48.6% |
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