+28.0%
CL vs DINO
+86.5%
-58.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | +2.6% | -12.9% | +15.5% | +1.6% |
| 30D | +11.8% | -18.6% | +30.3% | +10.3% |
| 3M | +5.9% | +16.6% | -10.7% | +7.6% |
| 6M | +13.3% | +38.2% | -24.8% | +17.3% |
| YTD | +27.1% | +119.3% | -92.2% | +29.5% |
| 1Y | +28.0% | +84.3% | -56.3% | +33.1% |
| All | +28.0% | +86.5% | -58.5% | +33.1% |
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