+305.6%
DINO vs CNH
+64.7%
+241.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.5% |
| 7D | +5.7% | +23.3% | -17.6% | -4.0% |
| 30D | +27.8% | +33.5% | -5.6% | +11.6% |
| 3M | +45.6% | +32.7% | +12.9% | +26.0% |
| 6M | +88.5% | +22.2% | +66.3% | +65.9% |
| YTD | +134.1% | +57.7% | +76.4% | +82.0% |
| 1Y | +111.1% | +28.0% | +83.1% | +79.9% |
| 3Y | +109.1% | +11.5% | +97.6% | +84.4% |
| 5Y | +307.2% | +11.9% | +295.3% | +242.4% |
| 10Y | +495.9% | +162.8% | +333.2% | +214.6% |
| All | +305.6% | +64.7% | +241.0% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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