+593.1%
CEG vs DASH
+33.6%
+559.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +12.1% | -4.5% | +16.6% | +13.0% |
| 30D | +0.2% | -6.8% | +7.0% | +1.0% |
| 3M | +0.7% | -20.7% | +21.4% | +4.1% |
| 6M | +2.2% | +15.1% | -12.8% | -1.9% |
| YTD | -20.3% | -24.3% | +3.9% | -17.8% |
| 1Y | -16.1% | -12.1% | -3.9% | -16.1% |
| 3Y | +134.7% | +91.1% | +43.6% | +115.1% |
| All | +593.1% | +33.6% | +559.5% | +494.2% |
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