-70.8%
OPEN vs CMS
+40.9%
-111.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.3% | +0.4% | -4.6% | -4.4% |
| 30D | -16.2% | -3.6% | -12.6% | -15.2% |
| 3M | -36.4% | -1.9% | -34.4% | -36.4% |
| 6M | -35.5% | -11.0% | -24.5% | -33.4% |
| YTD | -46.0% | +0.2% | -46.2% | -46.8% |
| 1Y | -47.1% | -1.3% | -45.8% | -47.4% |
| 3Y | -19.0% | +35.9% | -55.0% | -26.7% |
| 5Y | -83.6% | +23.1% | -106.7% | -84.8% |
| All | -70.8% | +40.9% | -111.8% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling