+140.2%
CMS vs DINO
+449.5%
-309.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +1.7% | +5.7% | -4.0% | +1.3% |
| 30D | +6.2% | -19.6% | +25.7% | +7.7% |
| 3M | +0.6% | +11.8% | -11.2% | -0.4% |
| 6M | -1.8% | +49.0% | -50.7% | -5.0% |
| YTD | +3.8% | +128.1% | -124.3% | -3.2% |
| 1Y | -1.8% | +96.3% | -98.1% | -7.3% |
| 3Y | +39.8% | +113.8% | -74.0% | +29.8% |
| 5Y | +37.1% | +252.7% | -215.6% | +20.1% |
| All | +140.2% | +449.5% | -309.3% | +95.1% |
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 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