-35.8%
CBRS vs DINO
+58.9%
-94.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.6% | -5.1% |
| 7D | +15.7% | +4.2% | +11.6% | +15.3% |
| 30D | -11.9% | +33.9% | -45.8% | -15.7% |
| 3M | -16.0% | +50.5% | -66.6% | -21.8% |
| All | -35.8% | +58.9% | -94.7% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling