+36.9%
CMS vs DINO
+93.6%
-56.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -1.3% | -15.5% | +14.2% | -1.2% |
| 30D | +6.3% | -16.0% | +22.3% | +6.5% |
| 3M | -2.1% | +17.9% | -20.0% | -2.2% |
| 6M | -5.1% | +38.5% | -43.6% | -5.6% |
| YTD | +1.3% | +115.8% | -114.6% | -0.8% |
| 1Y | -1.4% | +87.1% | -88.5% | -2.8% |
| 3Y | +36.9% | +96.5% | -59.6% | +34.2% |
| All | +36.9% | +93.6% | -56.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling