-32.5%
CBRS vs DASH
+42.0%
-74.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.6% | +14.9% | +8.4% |
| 7D | +17.3% | -10.6% | +27.9% | +12.9% |
| 30D | -2.0% | +2.2% | -4.1% | -1.7% |
| 3M | -2.5% | +32.3% | -34.8% | +2.9% |
| All | -32.5% | +42.0% | -74.5% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling