+492.8%
CEG vs DASH
+40.1%
+452.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +6.9% | -0.9% |
| 7D | -9.4% | +0.5% | -9.9% | -9.8% |
| 30D | -20.2% | -7.1% | -13.1% | -19.5% |
| 3M | -9.5% | -13.2% | +3.7% | -7.8% |
| 6M | -25.0% | +8.3% | -33.3% | -27.1% |
| YTD | -31.9% | -20.6% | -11.3% | -30.3% |
| 1Y | -33.7% | -24.4% | -9.3% | -31.8% |
| 3Y | +108.7% | +94.5% | +14.2% | +90.2% |
| All | +492.8% | +40.1% | +452.6% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling