-93.9%
OPEN vs CMS
+34.1%
-128.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -31.1% | -1.1% | -29.9% | -30.4% |
| 30D | -34.7% | +6.6% | -41.3% | -37.0% |
| 3M | -61.9% | +0.8% | -62.7% | -62.0% |
| 6M | -71.9% | -3.3% | -68.5% | -71.6% |
| YTD | -76.6% | +2.7% | -79.3% | -77.6% |
| 1Y | -83.9% | -4.0% | -79.9% | -83.8% |
| 3Y | -34.4% | +37.6% | -72.0% | -49.4% |
| 5Y | -93.9% | +35.4% | -129.4% | -94.8% |
| All | -93.9% | +34.1% | -128.0% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling