-7.1%
CMG vs DINO
+97.6%
-104.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | +2.3% | -4.4% | -2.3% |
| 30D | +10.9% | +22.6% | -11.7% | +8.2% |
| 3M | +15.8% | +55.2% | -39.4% | +9.9% |
| 6M | +6.9% | +93.8% | -86.8% | -2.5% |
| YTD | -2.2% | +139.5% | -141.7% | -14.8% |
| 1Y | -7.1% | +115.3% | -122.4% | -17.4% |
| 3Y | -7.1% | +98.8% | -105.9% | -21.7% |
| All | -7.1% | +97.6% | -104.7% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling