+7.4%
DASH vs CAG
-40.1%
+47.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.7% |
| 7D | -10.6% | -3.8% | -6.8% | -10.7% |
| 30D | +2.2% | +3.1% | -1.0% | +2.3% |
| 3M | +32.3% | +23.5% | +8.8% | +34.4% |
| 6M | +19.1% | -14.8% | +34.0% | +17.0% |
| YTD | -6.5% | -5.4% | -1.1% | -7.2% |
| 1Y | -14.9% | -11.8% | -3.1% | -15.9% |
| 3Y | +151.9% | -36.7% | +188.6% | +142.2% |
| All | +7.4% | -40.1% | +47.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling