+244.1%
CAT vs DASH
-1.3%
+245.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -31.2% | -6.0% | -25.1% | -30.9% |
| 3M | -34.7% | -15.8% | -18.9% | -33.9% |
| 6M | -39.5% | +7.0% | -46.4% | -40.3% |
| YTD | -1.7% | -20.7% | +19.0% | -0.5% |
| 1Y | -1.1% | -8.5% | +7.4% | -1.5% |
| 3Y | +143.9% | +101.8% | +42.1% | +127.8% |
| 5Y | +194.8% | -9.6% | +204.3% | +166.8% |
| All | +244.1% | -1.3% | +245.4% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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