-10.0%
CRM vs DASH
-16.7%
+6.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | -0.4% |
| 7D | -6.2% | +17.2% | -23.4% | -11.0% |
| 30D | -1.2% | +3.6% | -4.7% | -2.5% |
| 3M | +19.1% | -1.9% | +21.0% | +18.7% |
| 6M | +23.0% | +15.1% | +7.9% | +15.0% |
| YTD | -13.7% | -12.3% | -1.4% | -13.3% |
| 1Y | -10.0% | -17.2% | +7.2% | -8.7% |
| All | -10.0% | -16.7% | +6.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling