+32.2%
CVS vs DINO
+326.7%
-294.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.2% | +2.3% | -4.5% | -2.4% |
| 30D | -0.1% | +22.6% | -22.7% | -2.3% |
| 3M | -5.2% | +55.2% | -60.4% | -9.7% |
| 6M | +26.9% | +93.8% | -66.9% | +17.4% |
| YTD | +22.1% | +139.5% | -117.4% | +9.8% |
| 1Y | +30.8% | +115.3% | -84.5% | +18.9% |
| 3Y | +54.4% | +98.8% | -44.4% | +39.2% |
| All | +32.2% | +326.7% | -294.5% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling