+138.1%
CMS vs DINO
+421.6%
-283.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.5% | -12.9% | +13.4% | +1.4% |
| 30D | +7.4% | -18.6% | +26.0% | +8.9% |
| 3M | +1.9% | +16.6% | -14.7% | +0.5% |
| 6M | -2.3% | +38.2% | -40.5% | -5.0% |
| YTD | +3.0% | +119.3% | -116.4% | -3.7% |
| 1Y | -2.8% | +84.3% | -87.1% | -7.8% |
| 3Y | +37.9% | +107.1% | -69.2% | +28.3% |
| 5Y | +34.0% | +249.9% | -216.0% | +17.4% |
| 10Y | +138.1% | +428.8% | -290.7% | +94.6% |
| All | +138.1% | +421.6% | -283.5% | +94.6% |
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