+264.2%
CAT vs DASH
+9.1%
+255.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.3% | -13.6% | -5.9% |
| 7D | -17.1% | +17.2% | -34.3% | -18.3% |
| 30D | -30.1% | +3.6% | -33.7% | -30.4% |
| 3M | -32.4% | -1.9% | -30.5% | -32.5% |
| 6M | -32.1% | +15.1% | -47.2% | -33.4% |
| YTD | +4.1% | -12.3% | +16.4% | +4.5% |
| 1Y | +8.9% | -17.2% | +26.1% | +9.6% |
| 3Y | +155.5% | +114.7% | +40.8% | +137.3% |
| 5Y | +215.5% | -4.3% | +219.8% | +183.3% |
| All | +264.2% | +9.1% | +255.1% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling