+326.0%
CAT vs DASH
+8.6%
+317.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.4% | +2.2% |
| 7D | +1.7% | -10.6% | +12.3% | +2.9% |
| 30D | -6.6% | +2.2% | -8.7% | -6.9% |
| 3M | -13.3% | +32.3% | -45.6% | -16.3% |
| 6M | +11.6% | +19.1% | -7.5% | +8.6% |
| YTD | +42.9% | -6.5% | +49.5% | +43.0% |
| 1Y | +95.4% | -14.9% | +110.3% | +97.1% |
| 3Y | +196.6% | +151.9% | +44.6% | +165.2% |
| All | +326.0% | +8.6% | +317.4% | +266.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling