-2.3%
CRM vs DASH
-21.8%
+19.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -5.0% | -12.8% | +7.8% | -0.6% |
| 30D | +23.6% | -6.0% | +29.6% | +25.6% |
| 3M | +39.6% | +26.7% | +12.9% | +27.3% |
| 6M | +23.4% | +11.7% | +11.8% | +16.8% |
| YTD | -7.4% | -12.9% | +5.5% | -6.9% |
| 1Y | -2.3% | -23.1% | +20.8% | -1.8% |
| All | -2.3% | -21.8% | +19.4% | -1.8% |
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