-49.2%
CCI vs DINO
+321.1%
-370.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | +2.0% | -2.2% | -0.4% |
| 30D | +2.1% | +27.7% | -25.5% | +0.6% |
| 3M | -17.8% | +56.3% | -74.1% | -20.1% |
| 6M | -14.2% | +107.6% | -121.7% | -18.3% |
| YTD | -13.3% | +140.2% | -153.5% | -18.3% |
| 1Y | -16.6% | +113.0% | -129.6% | -20.8% |
| 3Y | -10.8% | +100.1% | -110.9% | -15.7% |
| All | -49.2% | +321.1% | -370.4% | -53.2% |
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