+19.6%
CRM vs DASH
+16.3%
+3.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -0.7% |
| 7D | +1.3% | -10.6% | +11.8% | +4.4% |
| 30D | +34.3% | +2.2% | +32.2% | +33.2% |
| 3M | +37.7% | +32.3% | +5.4% | +26.6% |
| 6M | +34.9% | +19.1% | +15.8% | +27.5% |
| YTD | -1.6% | -6.5% | +4.9% | -1.1% |
| 1Y | +7.1% | -14.9% | +22.0% | +9.5% |
| 3Y | +19.0% | +151.9% | -132.9% | -10.7% |
| 5Y | -1.3% | +9.4% | -10.7% | -21.3% |
| All | +19.6% | +16.3% | +3.2% | -6.2% |
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