+33.1%
CCL vs DASH
-1.3%
+34.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +13.7% | -6.0% | +19.7% | +16.2% |
| 3M | +3.8% | -15.8% | +19.6% | +10.4% |
| 6M | +9.3% | +7.0% | +2.3% | +5.3% |
| YTD | -1.1% | -20.7% | +19.6% | +6.0% |
| 1Y | +14.6% | -8.5% | +23.1% | +15.7% |
| 3Y | +146.4% | +101.8% | +44.6% | +82.2% |
| 5Y | +21.9% | -9.6% | +31.4% | -10.4% |
| All | +33.1% | -1.3% | +34.4% | -7.6% |
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