+30.0%
CL vs DINO
+307.7%
-277.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.2% | +5.7% | -7.9% | -2.1% |
| 30D | -4.8% | +27.8% | -32.7% | -4.5% |
| 3M | +4.9% | +45.6% | -40.7% | +5.6% |
| 6M | -5.7% | +88.5% | -94.2% | -4.8% |
| YTD | +14.4% | +134.1% | -119.7% | +15.4% |
| 1Y | +8.7% | +111.1% | -102.4% | +9.7% |
| 3Y | +30.0% | +109.1% | -79.1% | +30.6% |
| All | +30.0% | +307.7% | -277.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling