+428.8%
DINO vs CFG
+230.2%
+198.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -12.9% | +0.7% | -13.6% | -13.2% |
| 30D | -18.6% | +2.8% | -21.4% | -19.9% |
| 3M | +16.6% | -10.1% | +26.7% | +22.9% |
| 6M | +38.2% | +3.2% | +35.0% | +34.1% |
| YTD | +119.3% | +14.2% | +105.2% | +99.5% |
| 1Y | +84.3% | +27.4% | +56.9% | +57.4% |
| 3Y | +107.1% | +187.6% | -80.5% | +8.3% |
| 5Y | +249.9% | +65.7% | +184.2% | +137.6% |
| 10Y | +428.8% | +219.7% | +209.1% | +133.0% |
| All | +428.8% | +230.2% | +198.6% | +133.0% |
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