+639.5%
CEG vs DASH
+64.9%
+574.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.5% | +5.7% |
| 7D | +8.0% | -10.6% | +18.6% | +10.1% |
| 30D | +12.9% | +2.2% | +10.8% | +12.4% |
| 3M | +13.2% | +32.3% | -19.1% | +6.9% |
| 6M | -7.0% | +19.1% | -26.1% | -10.9% |
| YTD | -15.0% | -6.5% | -8.5% | -15.0% |
| 1Y | -2.7% | -14.9% | +12.2% | -1.4% |
| 3Y | +184.1% | +151.9% | +32.1% | +150.3% |
| All | +639.5% | +64.9% | +574.6% | +514.7% |
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