+122.5%
CRWV vs DASH
+4.2%
+118.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -0.4% | -4.6% | +4.2% | +1.6% |
| 30D | -17.4% | -5.0% | -12.4% | -16.2% |
| 3M | -7.1% | +30.6% | -37.7% | -24.1% |
| 6M | +8.6% | +19.2% | -10.6% | -6.9% |
| YTD | +24.3% | -10.8% | +35.1% | +31.8% |
| 1Y | -21.0% | -22.4% | +1.4% | -5.5% |
| All | +122.5% | +4.2% | +118.3% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling