-17.9%
CLS vs DINO
+93.3%
-111.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +5.7% | +10.6% | +15.9% |
| 30D | -25.7% | -19.6% | -6.1% | -26.0% |
| 3M | -30.9% | +11.8% | -42.7% | -31.3% |
| 6M | -35.5% | +49.0% | -84.4% | -35.8% |
| YTD | -18.7% | +128.1% | -146.8% | -18.3% |
| 1Y | -17.9% | +96.3% | -114.2% | -7.4% |
| All | -17.9% | +93.3% | -111.2% | -7.4% |
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