+1.4%
CCL vs DASH
+8.6%
-7.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +2.2% |
| 7D | -5.0% | -10.6% | +5.5% | -0.2% |
| 30D | -20.3% | +2.2% | -22.5% | -21.3% |
| 3M | -15.1% | +32.3% | -47.4% | -25.8% |
| 6M | -15.1% | +19.1% | -34.2% | -22.7% |
| YTD | -21.8% | -6.5% | -15.3% | -21.0% |
| 1Y | -24.8% | -14.9% | -9.9% | -22.2% |
| 3Y | +51.9% | +151.9% | -100.1% | -7.1% |
| All | +1.4% | +8.6% | -7.2% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling