-5.9%
DASH vs CAH
+462.1%
-468.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -2.8% | +9.4% | -12.2% | -4.0% |
| 30D | -9.3% | +16.5% | -25.8% | -11.2% |
| 3M | -15.1% | +17.0% | -32.0% | -16.9% |
| 6M | +8.7% | +51.4% | -42.7% | +3.1% |
| YTD | -21.3% | +36.0% | -57.3% | -24.6% |
| 1Y | -12.7% | +36.0% | -48.7% | -16.4% |
| 3Y | +103.8% | +177.5% | -73.7% | +70.2% |
| 5Y | -16.8% | +509.2% | -526.0% | -44.2% |
| All | -5.9% | +462.1% | -468.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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