+31.0%
CMG vs DASH
-1.3%
+32.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +8.0% | +0.4% | +7.6% | +7.7% |
| 30D | +11.9% | -6.0% | +17.9% | +13.2% |
| 3M | +2.1% | -15.8% | +17.9% | +5.9% |
| 6M | +5.2% | +7.0% | -1.8% | +2.3% |
| YTD | -6.9% | -20.7% | +13.7% | -3.3% |
| 1Y | +12.7% | -8.5% | +21.2% | +12.8% |
| 3Y | -16.8% | +101.8% | -118.6% | -32.0% |
| 5Y | -4.1% | -9.6% | +5.5% | -18.0% |
| All | +31.0% | -1.3% | +32.3% | +9.3% |
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 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