+7.4%
DASH vs CB
+99.7%
-92.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.2% |
| 7D | -10.6% | +0.5% | -11.1% | -10.7% |
| 30D | +2.2% | -3.1% | +5.3% | +2.9% |
| 3M | +32.3% | +9.0% | +23.3% | +29.7% |
| 6M | +19.1% | +2.9% | +16.3% | +18.3% |
| YTD | -6.5% | +10.1% | -16.6% | -8.8% |
| 1Y | -14.9% | +22.8% | -37.7% | -19.2% |
| 3Y | +151.9% | +73.8% | +78.1% | +112.9% |
| All | +7.4% | +99.7% | -92.3% | -14.8% |
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