+19,269.7%
CMI vs DINO
+19,981.2%
-711.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.7% | +2.0% | -1.3% | +0.2% |
| 30D | -12.3% | +27.7% | -40.0% | -18.1% |
| 3M | -16.8% | +56.3% | -73.1% | -27.0% |
| 6M | +1.5% | +107.6% | -106.0% | -18.4% |
| YTD | +9.8% | +140.2% | -130.4% | -15.8% |
| 1Y | +42.6% | +113.0% | -70.4% | +12.7% |
| 3Y | +151.0% | +100.1% | +50.9% | +97.2% |
| 5Y | +167.0% | +328.7% | -161.7% | +62.5% |
| 10Y | +512.2% | +489.2% | +23.0% | +195.0% |
| All | +19,269.7% | +19,981.2% | -711.4% | +3,918.3% |
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 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