+333.5%
CAT vs DINO
+313.0%
+20.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.3% |
| 7D | +5.6% | +4.2% | +1.4% | +4.3% |
| 30D | -2.3% | +33.9% | -36.2% | -10.3% |
| 3M | -10.0% | +50.5% | -60.6% | -20.7% |
| 6M | +21.2% | +95.2% | -73.9% | -2.4% |
| YTD | +44.4% | +140.6% | -96.1% | +7.8% |
| 1Y | +96.3% | +119.0% | -22.7% | +50.4% |
| 3Y | +203.9% | +100.4% | +103.5% | +130.5% |
| 5Y | +333.5% | +324.6% | +8.9% | +145.7% |
| All | +333.5% | +313.0% | +20.5% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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