-3.1%
CMG vs DINO
+326.7%
-329.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | +2.3% | -4.4% | -2.4% |
| 30D | +10.9% | +22.6% | -11.7% | +7.9% |
| 3M | +15.8% | +55.2% | -39.4% | +9.2% |
| 6M | +6.9% | +93.8% | -86.8% | -2.9% |
| YTD | -2.2% | +139.5% | -141.7% | -14.6% |
| 1Y | -7.1% | +115.3% | -122.4% | -17.5% |
| 3Y | -7.1% | +98.8% | -105.9% | -18.9% |
| All | -3.1% | +326.7% | -329.8% | -25.3% |
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