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  • DINO vs CG✓SelectedUSD · CGDINO vs CG performance historyLatest closeAs of-0.39%09/10
Stock and ETF performance explorer

DINO vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+474.3%
CG return
+321.9%
Excess return
+152.5%
Maximum drawdown
-77.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D-0.4%-2.4%+2.0%+0.6%
7D+1.5%-9.8%+11.3%+5.6%
30D+25.9%-10.3%+36.2%+31.1%
3M+53.2%-1.7%+54.8%+52.7%
6M+105.5%-9.8%+115.3%+109.8%
YTD+139.2%-25.6%+164.8%+162.5%
1Y+117.4%-32.5%+149.9%+147.0%
3Y+99.3%+45.6%+53.6%+53.6%
5Y+333.0%+3.7%+329.3%+265.8%
All+474.3%+321.9%+152.5%+195.4%

Cumulative growth

Daily Returns

Daily percentage return beside CG.

Daily Out/Under-Performance

Portfolio return minus CG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CG 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 CG 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