-18.0%
CMG vs DASH
+97.8%
-115.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.5% | -4.5% | +7.0% | +3.9% |
| 30D | +15.6% | -6.8% | +22.4% | +17.6% |
| 3M | +8.2% | -20.7% | +28.9% | +15.0% |
| 6M | +9.9% | +15.1% | -5.2% | +4.0% |
| YTD | -4.6% | -24.3% | +19.6% | +1.1% |
| 1Y | +12.4% | -12.1% | +24.6% | +13.5% |
| 3Y | -18.0% | +91.1% | -109.0% | -31.0% |
| All | -18.0% | +97.8% | -115.8% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling