-9.4%
DASH vs CB
+107.2%
-116.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -9.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.1% |
| 30D | -7.1% | +11.2% | -18.3% | -9.4% |
| 3M | -13.2% | +5.7% | -18.9% | -14.3% |
| 6M | +8.3% | +15.9% | -7.6% | +4.5% |
| YTD | -20.6% | +20.2% | -40.7% | -24.2% |
| 1Y | -24.4% | +32.4% | -56.8% | -29.7% |
| 3Y | +94.5% | +75.5% | +19.0% | +63.5% |
| 5Y | -9.4% | +105.5% | -114.9% | -29.9% |
| All | -9.4% | +107.2% | -116.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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