-31.9%
CEG vs DINO
+105.4%
-137.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.8% | +1.0% | -6.8% |
| 7D | -4.8% | -6.6% | +1.8% | -4.9% |
| 30D | -8.2% | -9.2% | +1.1% | -8.3% |
| 3M | -7.9% | +19.2% | -27.1% | -6.8% |
| 6M | -23.2% | +47.6% | -70.8% | -21.4% |
| YTD | -30.1% | +132.2% | -162.4% | -23.8% |
| 1Y | -31.9% | +102.0% | -133.9% | -26.4% |
| All | -31.9% | +105.4% | -137.3% | -26.4% |
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