+42.1%
CDE vs DASH
-19.6%
+61.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -1.3% |
| 7D | +2.3% | -11.2% | +13.5% | +5.4% |
| 30D | +18.8% | -7.3% | +26.1% | +21.0% |
| 3M | +23.5% | +31.4% | -8.0% | +14.0% |
| 6M | -8.6% | +11.9% | -20.5% | -12.0% |
| YTD | +16.0% | -11.5% | +27.5% | +18.1% |
| 1Y | +42.1% | -20.0% | +62.1% | +67.7% |
| All | +42.1% | -19.6% | +61.7% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling