+272.2%
CME vs DINO
+491.7%
-219.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | +6.2% | +25.9% | -19.7% | +3.2% |
| 3M | +4.4% | +53.2% | -48.8% | -1.1% |
| 6M | -9.6% | +105.5% | -115.1% | -17.7% |
| YTD | +3.8% | +139.2% | -135.5% | -7.6% |
| 1Y | +9.5% | +117.4% | -107.8% | -1.4% |
| 3Y | +51.9% | +99.3% | -47.4% | +36.6% |
| 5Y | +78.7% | +333.0% | -254.3% | +36.5% |
| All | +272.2% | +491.7% | -219.5% | +133.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling