-8.9%
DASH vs CAG
-45.4%
+36.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.3% |
| 7D | -4.1% | -6.2% | +2.1% | -4.4% |
| 30D | -10.6% | +7.4% | -18.1% | -10.1% |
| 3M | -18.8% | -1.6% | -17.2% | -18.9% |
| 6M | +11.2% | +6.3% | +4.9% | +12.0% |
| YTD | -23.8% | -10.1% | -13.7% | -24.9% |
| 1Y | -12.2% | -10.2% | -1.9% | -13.4% |
| 3Y | +97.3% | -37.3% | +134.6% | +85.9% |
| 5Y | -29.8% | -41.6% | +11.7% | -31.7% |
| All | -8.9% | -45.4% | +36.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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