+65.3%
CVS vs DASH
+152.1%
-86.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.3% |
| 7D | +4.0% | -10.6% | +14.5% | +4.5% |
| 30D | -2.4% | +2.2% | -4.6% | -2.5% |
| 3M | +2.7% | +32.3% | -29.6% | +1.1% |
| 6M | +21.9% | +19.1% | +2.8% | +20.6% |
| YTD | +24.7% | -6.5% | +31.3% | +25.8% |
| 1Y | +35.4% | -14.9% | +50.3% | +37.4% |
| All | +65.3% | +152.1% | -86.8% | +51.1% |
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