+3,641.2%
CLS vs DINO
+328.8%
+3,312.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +4.8% |
| 7D | +12.8% | +4.2% | +8.6% | +11.4% |
| 30D | +3.8% | +33.9% | -30.0% | -5.4% |
| 3M | -14.6% | +50.5% | -65.2% | -25.4% |
| 6M | +32.2% | +95.2% | -62.9% | +5.5% |
| YTD | +11.6% | +140.6% | -128.9% | -18.4% |
| 1Y | +35.1% | +119.0% | -83.9% | +2.0% |
| 3Y | +1,312.5% | +100.4% | +1,212.2% | +939.4% |
| All | +3,641.2% | +328.8% | +3,312.3% | +1,640.3% |
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