+22.2%
CCL vs DASH
-9.9%
+32.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +13.1% | -6.0% | +19.2% | +16.0% |
| 3M | +3.3% | -15.8% | +19.0% | +11.1% |
| 6M | +8.7% | +7.0% | +1.7% | +3.7% |
| YTD | -1.6% | -20.7% | +19.1% | +6.8% |
| 1Y | +14.0% | -8.5% | +22.5% | +14.9% |
| 3Y | +145.1% | +101.8% | +43.4% | +64.2% |
| All | +22.2% | -9.9% | +32.1% | -17.9% |
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