+77.4%
CDE vs DASH
-5.2%
+82.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.2% |
| 7D | -2.3% | -4.1% | +1.8% | -1.3% |
| 30D | -12.1% | -10.6% | -1.4% | -10.1% |
| 3M | -23.9% | -18.8% | -5.2% | -20.8% |
| 6M | -29.0% | +11.2% | -40.2% | -31.1% |
| YTD | -19.7% | -23.8% | +4.1% | -16.2% |
| 1Y | -8.4% | -12.2% | +3.8% | -7.3% |
| 3Y | +578.5% | +97.3% | +481.2% | +501.7% |
| 5Y | +100.2% | -29.8% | +130.1% | +70.4% |
| All | +77.4% | -5.2% | +82.6% | +43.5% |
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