+75.1%
CME vs DINO
+260.8%
-185.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +2.1% |
| 7D | +2.5% | -2.7% | +5.2% | +2.5% |
| 30D | +13.9% | -17.2% | +31.2% | +14.2% |
| 3M | +22.4% | +18.9% | +3.5% | +22.2% |
| 6M | +12.9% | +40.6% | -27.7% | +12.5% |
| YTD | +19.6% | +125.9% | -106.3% | +18.7% |
| 1Y | +17.7% | +90.9% | -73.3% | +16.9% |
| 3Y | +65.3% | +113.4% | -48.0% | +64.9% |
| 5Y | +75.1% | +258.3% | -183.2% | +75.0% |
| All | +75.1% | +260.8% | -185.7% | +75.0% |
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