-36.3%
CAT vs DASH
-11.9%
-24.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.4% | +3.0% | -7.3% |
| 7D | -14.5% | +0.5% | -15.0% | -13.4% |
| 30D | -35.7% | -7.1% | -28.7% | -34.5% |
| 3M | -36.3% | -13.2% | -23.1% | -37.1% |
| All | -36.3% | -11.9% | -24.4% | -37.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling