-7.0%
DASH vs CAG
-39.4%
+32.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +0.4% | +5.8% | -5.4% | +0.4% |
| 30D | -6.0% | +16.4% | -22.4% | -5.7% |
| 3M | -15.8% | +3.8% | -19.6% | -15.8% |
| 6M | +7.0% | +10.8% | -3.9% | +7.4% |
| YTD | -20.7% | -5.8% | -14.8% | -21.5% |
| 1Y | -8.5% | -2.4% | -6.2% | -9.3% |
| 3Y | +101.8% | -33.4% | +135.2% | +93.5% |
| All | -7.0% | -39.4% | +32.5% | -5.3% |
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 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