+579.5%
CEG vs DASH
+38.8%
+540.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +11.8% | -10.2% | +22.0% | +13.8% |
| 30D | -6.5% | -8.2% | +1.7% | -5.5% |
| 3M | -1.2% | -15.9% | +14.8% | +1.2% |
| 6M | -8.0% | +13.3% | -21.3% | -11.4% |
| YTD | -21.9% | -21.3% | -0.6% | -19.9% |
| 1Y | -21.4% | -11.1% | -10.3% | -21.5% |
| 3Y | +130.0% | +103.8% | +26.2% | +109.1% |
| All | +579.5% | +38.8% | +540.7% | +479.0% |
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