+145.2%
CCL vs DASH
+94.5%
+50.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.4% | +3.9% | -1.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +11.3% | -7.1% | +18.4% | +14.8% |
| 3M | +0.3% | -13.2% | +13.4% | +6.2% |
| 6M | +16.1% | +8.3% | +7.8% | +10.2% |
| YTD | -1.6% | -20.6% | +19.0% | +7.1% |
| 1Y | +11.8% | -24.4% | +36.2% | +22.7% |
| All | +145.2% | +94.5% | +50.7% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling