+3,994.3%
CMG vs DINO
+1,261.8%
+2,732.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -6.5% | +2.0% | -8.4% | -6.8% |
| 30D | +12.1% | +27.7% | -15.6% | +7.6% |
| 3M | +20.6% | +56.3% | -35.7% | +11.6% |
| 6M | +2.1% | +107.6% | -105.5% | -10.6% |
| YTD | -2.6% | +140.2% | -142.8% | -17.1% |
| 1Y | -8.7% | +113.0% | -121.7% | -20.7% |
| 3Y | -7.4% | +100.1% | -107.4% | -20.2% |
| 5Y | -5.7% | +328.7% | -334.4% | -30.6% |
| 10Y | +322.3% | +489.2% | -166.8% | +161.4% |
| All | +3,994.3% | +1,261.8% | +2,732.5% | +1,383.0% |
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 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