+333.0%
DINO vs CRS
+1,358.7%
-1,025.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.4% |
| 30D | +25.9% | -16.6% | +42.5% | +30.9% |
| 3M | +53.2% | -14.3% | +67.4% | +57.1% |
| 6M | +105.5% | +11.6% | +93.9% | +94.8% |
| YTD | +139.2% | +42.6% | +96.7% | +111.3% |
| 1Y | +117.4% | +81.8% | +35.6% | +77.4% |
| 3Y | +99.3% | +632.1% | -532.8% | +2.1% |
| 5Y | +333.0% | +1,401.6% | -1,068.6% | +60.8% |
| All | +333.0% | +1,358.7% | -1,025.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling