-10.7%
CMG vs DINO
+111.1%
-121.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -2.8% | +5.7% | -8.5% | -2.9% |
| 30D | +7.1% | +27.8% | -20.7% | +6.9% |
| 3M | +31.2% | +45.6% | -14.5% | +31.9% |
| 6M | +0.7% | +88.5% | -87.8% | -0.7% |
| YTD | -0.1% | +134.1% | -134.2% | -7.7% |
| 1Y | -10.7% | +111.1% | -121.9% | -14.6% |
| All | -10.7% | +111.1% | -121.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling