+291.5%
DINO vs CNH
+42.8%
+248.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.2% |
| 7D | -2.7% | +6.7% | -9.4% | -5.6% |
| 30D | -17.2% | +7.2% | -24.4% | -20.0% |
| 3M | +18.9% | +17.5% | +1.4% | +8.7% |
| 6M | +40.6% | +15.0% | +25.6% | +27.6% |
| YTD | +125.9% | +36.8% | +89.2% | +85.0% |
| 1Y | +90.9% | +27.6% | +63.3% | +60.9% |
| 3Y | +113.4% | +34.3% | +79.0% | +69.4% |
| 5Y | +258.3% | -12.2% | +270.5% | +235.0% |
| 10Y | +446.1% | +113.9% | +332.3% | +210.2% |
| All | +291.5% | +42.8% | +248.6% | +125.6% |
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