-74.4%
OPEN vs CMS
-5.9%
-68.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.1% | -19.7% | -21.7% |
| 7D | -22.2% | -1.3% | -20.9% | -22.0% |
| 30D | -38.3% | +6.3% | -44.6% | -36.0% |
| 3M | -59.4% | -2.1% | -57.3% | -59.8% |
| 6M | -74.4% | -5.1% | -69.3% | -75.1% |
| All | -74.4% | -5.9% | -68.5% | -75.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling