-6.8%
DASH vs CAG
-38.4%
+31.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.7% | -12.2% | -9.4% |
| 7D | +0.5% | +11.4% | -10.8% | +0.7% |
| 30D | -7.1% | +16.7% | -23.7% | -6.7% |
| 3M | -13.2% | +4.5% | -17.7% | -13.3% |
| 6M | +8.3% | +13.3% | -5.1% | +8.9% |
| YTD | -20.6% | -4.2% | -16.4% | -21.4% |
| 1Y | -24.4% | -2.9% | -21.5% | -25.1% |
| 3Y | +94.5% | -33.2% | +127.7% | +86.6% |
| All | -6.8% | -38.4% | +31.5% | -5.1% |
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