+12.8%
CRM vs DASH
+145.0%
-132.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | -2.2% |
| 7D | -3.5% | -11.2% | +7.7% | +0.1% |
| 30D | +29.3% | -7.3% | +36.6% | +31.9% |
| 3M | +36.8% | +31.4% | +5.4% | +24.3% |
| 6M | +23.9% | +11.9% | +12.0% | +18.0% |
| YTD | -5.5% | -11.5% | +6.0% | -3.8% |
| 1Y | -0.4% | -20.0% | +19.6% | +3.3% |
| 3Y | +12.8% | +143.9% | -131.2% | -12.3% |
| All | +12.8% | +145.0% | -132.3% | -12.3% |
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 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