+518.2%
CEG vs DASH
+39.9%
+478.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -4.7% | +0.4% | -5.1% | -5.1% |
| 30D | -16.6% | -6.0% | -10.5% | -16.0% |
| 3M | -4.1% | -15.8% | +11.6% | -1.9% |
| 6M | -22.3% | +7.0% | -29.3% | -24.4% |
| YTD | -28.9% | -20.7% | -8.3% | -27.3% |
| 1Y | -28.5% | -8.5% | -19.9% | -28.9% |
| 3Y | +104.3% | +101.8% | +2.5% | +85.7% |
| All | +518.2% | +39.9% | +478.3% | +426.0% |
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