+5,887.0%
CDNS vs DINO
+19,474.2%
-13,587.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -14.0% | +5.7% | -19.7% | -15.0% |
| 30D | -13.2% | +27.8% | -41.0% | -17.3% |
| 3M | -28.9% | +45.6% | -74.5% | -34.2% |
| 6M | -4.2% | +88.5% | -92.6% | -15.9% |
| YTD | -6.4% | +134.1% | -140.5% | -21.7% |
| 1Y | -16.2% | +111.1% | -127.3% | -28.6% |
| 3Y | +20.2% | +109.1% | -88.9% | +0.5% |
| 5Y | +76.6% | +307.2% | -230.5% | +25.2% |
| 10Y | +1,029.7% | +495.9% | +533.7% | +557.2% |
| All | +5,887.0% | +19,474.2% | -13,587.2% | +1,503.6% |
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