+122.2%
CMS vs DINO
+490.1%
-367.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | -1.3% | +27.7% | -29.0% | -2.9% |
| 3M | -5.4% | +56.3% | -61.7% | -8.4% |
| 6M | -10.3% | +107.6% | -117.9% | -15.1% |
| YTD | -0.2% | +140.2% | -140.4% | -6.7% |
| 1Y | -0.9% | +113.0% | -113.8% | -6.6% |
| 3Y | +34.0% | +100.1% | -66.1% | +25.8% |
| 5Y | +23.6% | +328.7% | -305.2% | +7.6% |
| 10Y | +122.2% | +489.2% | -366.9% | +90.0% |
| All | +122.2% | +490.1% | -367.9% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling