+165.0%
CMI vs DINO
+326.7%
-161.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | +2.3% | -3.0% | -1.2% |
| 30D | -12.4% | +22.6% | -35.0% | -16.1% |
| 3M | -14.8% | +55.2% | -70.0% | -22.9% |
| 6M | +0.8% | +93.8% | -93.0% | -14.1% |
| YTD | +10.2% | +139.5% | -129.3% | -11.6% |
| 1Y | +37.4% | +115.3% | -77.9% | +13.1% |
| 3Y | +153.3% | +98.8% | +54.5% | +102.9% |
| All | +165.0% | +326.7% | -161.7% | +71.1% |
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