+16.0%
CTVA vs DINO
+116.3%
-100.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.5% | +2.3% | -6.8% | -4.7% |
| 30D | +11.3% | +22.6% | -11.3% | +9.0% |
| 3M | +12.3% | +55.2% | -42.9% | +7.4% |
| 6M | +7.2% | +93.8% | -86.6% | 0.0% |
| YTD | +26.0% | +139.5% | -113.5% | +12.4% |
| 1Y | +16.0% | +115.3% | -99.3% | +5.0% |
| All | +16.0% | +116.3% | -100.3% | +5.0% |
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 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