-36.3%
CCI vs DINO
+250.9%
-287.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +2.5% | +5.7% | -3.2% | +2.2% |
| 30D | +14.4% | -19.6% | +34.0% | +15.7% |
| 3M | +21.7% | +11.8% | +9.9% | +20.5% |
| 6M | +4.0% | +49.0% | -44.9% | +1.1% |
| YTD | +6.2% | +128.1% | -121.9% | +0.2% |
| 1Y | +5.4% | +96.3% | -90.9% | +0.4% |
| 3Y | +11.7% | +113.8% | -102.0% | +4.6% |
| All | -36.3% | +250.9% | -287.3% | -40.7% |
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