-23.2%
CEG vs DASH
+12.8%
-36.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.3% | -15.0% | -6.4% |
| 7D | -4.8% | +17.2% | -22.0% | -4.8% |
| 30D | -8.2% | +3.6% | -11.7% | -7.9% |
| 3M | -7.9% | -1.9% | -6.0% | -8.2% |
| 6M | -23.2% | +15.1% | -38.3% | -26.3% |
| All | -23.2% | +12.8% | -36.0% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling