+0.4%
CMS vs DINO
+118.1%
-117.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.6% |
| 7D | +1.2% | +4.2% | -3.0% | +1.4% |
| 30D | -3.2% | +33.9% | -37.0% | -1.9% |
| 3M | -2.2% | +50.5% | -52.8% | -0.6% |
| 6M | -9.4% | +95.2% | -104.6% | -7.6% |
| YTD | +0.7% | +140.6% | -139.9% | +3.3% |
| 1Y | +0.4% | +119.0% | -118.6% | +3.8% |
| All | +0.4% | +118.1% | -117.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling