+140.4%
DINO vs CLBK
+66.9%
+73.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.0% |
| 7D | +4.2% | +1.1% | +3.0% | +3.6% |
| 30D | +33.9% | +7.8% | +26.1% | +29.0% |
| 3M | +50.5% | +23.9% | +26.7% | +35.4% |
| 6M | +95.2% | +42.3% | +52.8% | +63.2% |
| YTD | +140.6% | +65.4% | +75.2% | +86.2% |
| 1Y | +119.0% | +70.3% | +48.6% | +65.8% |
| 3Y | +100.4% | +54.5% | +45.9% | +52.7% |
| 5Y | +324.6% | +43.1% | +281.5% | +196.5% |
| All | +140.4% | +66.9% | +73.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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