+3,231.7%
CLS vs DINO
+16,729.6%
-13,497.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +4.6% | +5.7% | -1.1% | +2.9% |
| 30D | -13.9% | +27.8% | -41.7% | -19.7% |
| 3M | -26.6% | +45.6% | -72.2% | -34.1% |
| 6M | +15.4% | +88.5% | -73.0% | -4.3% |
| YTD | +5.7% | +134.1% | -128.5% | -18.3% |
| 1Y | +41.1% | +111.1% | -70.0% | +12.1% |
| 3Y | +1,228.6% | +109.1% | +1,119.5% | +942.4% |
| 5Y | +3,240.6% | +307.2% | +2,933.5% | +2,022.1% |
| 10Y | +2,760.3% | +495.9% | +2,264.4% | +1,400.4% |
| All | +3,231.7% | +16,729.6% | -13,497.8% | +805.5% |
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