-16.1%
CEG vs DINO
+93.3%
-109.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +12.1% | +5.7% | +6.4% | +12.1% |
| 30D | +0.2% | -19.6% | +19.8% | -0.7% |
| 3M | +0.7% | +11.8% | -11.1% | +1.7% |
| 6M | +2.2% | +49.0% | -46.7% | +5.0% |
| YTD | -20.3% | +128.1% | -148.4% | -11.9% |
| 1Y | -16.1% | +96.3% | -112.4% | -9.2% |
| All | -16.1% | +93.3% | -109.4% | -9.2% |
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 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