+459.7%
CMS vs DINO
+19,474.2%
-19,014.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.4% | +5.7% | -5.4% | -0.3% |
| 30D | -3.6% | +27.8% | -31.4% | -6.5% |
| 3M | -1.9% | +45.6% | -47.5% | -6.6% |
| 6M | -11.0% | +88.5% | -99.4% | -18.1% |
| YTD | +0.2% | +134.1% | -133.9% | -10.5% |
| 1Y | -1.3% | +111.1% | -112.4% | -10.9% |
| 3Y | +35.9% | +109.1% | -73.2% | +21.1% |
| 5Y | +23.1% | +307.2% | -284.1% | -1.8% |
| 10Y | +117.9% | +495.9% | -378.0% | +51.2% |
| All | +459.7% | +19,474.2% | -19,014.6% | +133.7% |
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