+47.3%
CVS vs DASH
-5.8%
+53.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +6.6% | -4.5% | +11.1% | +6.7% |
| 30D | -0.4% | -6.8% | +6.4% | -0.4% |
| 3M | -5.3% | -20.7% | +15.4% | -4.8% |
| 6M | -7.7% | +15.1% | -22.8% | -8.3% |
| YTD | +16.0% | -24.3% | +40.3% | +16.7% |
| 1Y | +16.2% | -12.1% | +28.4% | +16.2% |
| 3Y | +47.6% | +91.1% | -43.5% | +44.5% |
| 5Y | +12.3% | -30.3% | +42.6% | +7.0% |
| All | +47.3% | -5.8% | +53.0% | +41.0% |
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 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