-2.7%
CEG vs DINO
+111.1%
-113.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.9% |
| 7D | +8.0% | +5.7% | +2.3% | +8.2% |
| 30D | +12.9% | +27.8% | -14.9% | +13.7% |
| 3M | +13.2% | +45.6% | -32.5% | +14.6% |
| 6M | -7.0% | +88.5% | -95.4% | -5.0% |
| YTD | -15.0% | +134.1% | -149.1% | -12.2% |
| 1Y | -2.7% | +111.1% | -113.8% | +3.4% |
| All | -2.7% | +111.1% | -113.8% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling