+1,907.2%
CVS vs DINO
+19,474.2%
-17,567.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.0% | +5.7% | -1.8% | +3.2% |
| 30D | -2.4% | +27.8% | -30.2% | -5.7% |
| 3M | +2.7% | +45.6% | -43.0% | -2.7% |
| 6M | +21.9% | +88.5% | -66.6% | +11.0% |
| YTD | +24.7% | +134.1% | -109.4% | +10.0% |
| 1Y | +35.4% | +111.1% | -75.7% | +20.9% |
| 3Y | +65.2% | +109.1% | -43.9% | +45.5% |
| 5Y | +30.5% | +307.2% | -276.6% | +2.5% |
| 10Y | +40.4% | +495.9% | -455.6% | -1.8% |
| All | +1,907.2% | +19,474.2% | -17,567.1% | +762.1% |
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