+7,715.0%
CME vs DINO
+8,579.7%
-864.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | +5.7% | -1.7% | +2.7% |
| 30D | +11.3% | -19.6% | +30.9% | +16.3% |
| 3M | +19.6% | +11.8% | +7.8% | +16.1% |
| 6M | +8.1% | +49.0% | -40.9% | -1.8% |
| YTD | +20.4% | +128.1% | -107.7% | -1.2% |
| 1Y | +16.5% | +96.3% | -79.8% | -1.3% |
| 3Y | +66.4% | +113.8% | -47.3% | +34.0% |
| 5Y | +74.5% | +252.7% | -178.2% | +18.4% |
| 10Y | +308.5% | +451.4% | -142.9% | +112.9% |
| All | +7,715.0% | +8,579.7% | -864.7% | +2,042.6% |
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