+38.4%
CCL vs DASH
-2.1%
+40.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +5.8% | -2.8% | +8.6% | +7.0% |
| 30D | +17.3% | -9.3% | +26.5% | +21.5% |
| 3M | +11.3% | -15.1% | +26.4% | +18.0% |
| 6M | +18.5% | +8.7% | +9.7% | +13.6% |
| YTD | +2.8% | -21.3% | +24.1% | +10.5% |
| 1Y | +16.7% | -12.7% | +29.4% | +20.0% |
| 3Y | +146.0% | +103.8% | +42.2% | +81.3% |
| 5Y | +33.6% | -16.8% | +50.4% | -0.8% |
| All | +38.4% | -2.1% | +40.4% | -3.7% |
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 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