+432.4%
DINO vs CFG
+216.2%
+216.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +5.7% | +3.2% | +2.5% | +3.9% |
| 30D | -19.6% | +5.1% | -24.7% | -21.8% |
| 3M | +11.8% | -11.2% | +23.0% | +18.6% |
| 6M | +49.0% | +9.6% | +39.4% | +40.0% |
| YTD | +128.1% | +15.0% | +113.2% | +106.8% |
| 1Y | +96.3% | +29.9% | +66.4% | +65.9% |
| 3Y | +113.8% | +192.1% | -78.3% | +10.9% |
| 5Y | +252.7% | +62.3% | +190.4% | +142.8% |
| All | +432.4% | +216.2% | +216.2% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling