-4.7%
CRM vs DASH
-2.2%
-2.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -5.0% | -12.8% | +7.8% | -0.8% |
| 30D | +23.6% | -6.0% | +29.6% | +25.8% |
| 3M | +39.6% | +26.7% | +12.9% | +28.5% |
| 6M | +23.4% | +11.7% | +11.8% | +17.9% |
| YTD | -7.4% | -12.9% | +5.5% | -4.6% |
| 1Y | -2.3% | -23.1% | +20.8% | +3.4% |
| 3Y | +10.5% | +140.0% | -129.5% | -20.6% |
| 5Y | -4.7% | -5.1% | +0.3% | -21.0% |
| All | -4.7% | -2.2% | -2.5% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling