-93.6%
OPEN vs CMS
+32.6%
-126.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.1% | -19.7% | -20.5% |
| 7D | -22.2% | -1.3% | -20.9% | -21.2% |
| 30D | -38.3% | +6.3% | -44.6% | -40.3% |
| 3M | -59.4% | -2.1% | -57.3% | -58.7% |
| 6M | -74.4% | -5.1% | -69.3% | -73.7% |
| YTD | -76.0% | +1.3% | -77.2% | -76.8% |
| 1Y | -78.7% | -1.4% | -77.3% | -78.8% |
| 3Y | -30.0% | +36.9% | -66.9% | -45.1% |
| All | -93.6% | +32.6% | -126.2% | -94.0% |
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