+2,463.6%
CLS vs DINO
+16,298.5%
-13,834.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +5.7% | +10.6% | +14.7% |
| 30D | -25.7% | -19.6% | -6.1% | -21.2% |
| 3M | -30.9% | +11.8% | -42.7% | -33.4% |
| 6M | -35.5% | +49.0% | -84.4% | -42.7% |
| YTD | -18.7% | +128.1% | -146.8% | -36.9% |
| 1Y | -17.9% | +96.3% | -114.2% | -33.5% |
| 3Y | +838.1% | +113.8% | +724.3% | +630.5% |
| 5Y | +1,971.9% | +252.7% | +1,719.2% | +1,263.6% |
| 10Y | +1,907.9% | +451.4% | +1,456.4% | +977.5% |
| All | +2,463.6% | +16,298.5% | -13,834.9% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling