+32.1%
CL vs DINO
+105.4%
-73.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.8% | +11.0% | +2.7% |
| 7D | +7.7% | -6.6% | +14.3% | +7.2% |
| 30D | +15.2% | -9.2% | +24.5% | +14.6% |
| 3M | +7.3% | +19.2% | -11.9% | +9.1% |
| 6M | +17.0% | +47.6% | -30.6% | +21.5% |
| YTD | +28.0% | +132.2% | -104.3% | +30.3% |
| 1Y | +32.1% | +102.0% | -69.9% | +37.1% |
| All | +32.1% | +105.4% | -73.3% | +37.1% |
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