+473.8%
CMS vs DINO
+18,790.9%
-18,317.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | +6.6% | -17.2% | +23.8% | +8.8% |
| 3M | +0.8% | +18.9% | -18.1% | -1.6% |
| 6M | -3.3% | +40.6% | -43.9% | -7.8% |
| YTD | +2.7% | +125.9% | -123.2% | -8.1% |
| 1Y | -4.0% | +90.9% | -94.9% | -12.4% |
| 3Y | +37.6% | +113.4% | -75.8% | +22.0% |
| 5Y | +35.4% | +258.3% | -222.9% | +9.8% |
| 10Y | +136.0% | +446.1% | -310.1% | +66.1% |
| All | +473.8% | +18,790.9% | -18,317.1% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling