+596.3%
CDE vs DASH
+97.8%
+498.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -9.6% | -4.5% | -5.1% | -7.8% |
| 30D | -6.7% | -6.8% | +0.1% | -4.5% |
| 3M | -24.2% | -20.7% | -3.5% | -17.2% |
| 6M | -29.1% | +15.1% | -44.2% | -34.8% |
| YTD | -21.5% | -24.3% | +2.8% | -13.4% |
| 1Y | -7.4% | -12.1% | +4.8% | -5.7% |
| 3Y | +596.3% | +91.1% | +505.2% | +305.1% |
| All | +596.3% | +97.8% | +498.5% | +305.1% |
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