+465.5%
CMS vs DINO
+17,945.9%
-17,480.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.3% | -15.5% | +14.2% | +0.6% |
| 30D | +6.3% | -16.0% | +22.3% | +8.4% |
| 3M | -2.1% | +17.9% | -20.0% | -4.3% |
| 6M | -5.1% | +38.5% | -43.6% | -9.4% |
| YTD | +1.3% | +115.8% | -114.6% | -8.9% |
| 1Y | -1.4% | +87.1% | -88.5% | -9.8% |
| 3Y | +36.9% | +96.5% | -59.6% | +22.7% |
| 5Y | +32.5% | +249.9% | -217.3% | +7.7% |
| 10Y | +126.8% | +472.9% | -346.1% | +57.9% |
| All | +465.5% | +17,945.9% | -17,480.4% | +137.9% |
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