+897.6%
CCI vs DINO
+17,192.6%
-16,294.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.3% |
| 7D | +0.2% | +4.2% | -4.0% | -0.6% |
| 30D | +0.5% | +33.9% | -33.4% | -4.7% |
| 3M | -16.3% | +50.5% | -66.8% | -22.4% |
| 6M | -13.9% | +95.2% | -109.1% | -24.3% |
| YTD | -12.4% | +140.6% | -153.0% | -26.0% |
| 1Y | -15.2% | +119.0% | -134.1% | -27.3% |
| 3Y | -9.9% | +100.4% | -110.3% | -23.2% |
| 5Y | -50.8% | +324.6% | -375.4% | -64.9% |
| 10Y | +18.3% | +485.3% | -467.0% | -30.6% |
| All | +897.6% | +17,192.6% | -16,294.9% | +117.2% |
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 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 · 6 months rolling