-7.0%
DASH vs CB
+101.1%
-108.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.3% |
| 7D | +0.4% | +0.2% | +0.1% | +0.4% |
| 30D | -6.0% | +9.1% | -15.1% | -7.9% |
| 3M | -15.8% | +3.4% | -19.2% | -16.4% |
| 6M | +7.0% | +14.1% | -7.1% | +3.6% |
| YTD | -20.7% | +18.0% | -38.7% | -24.0% |
| 1Y | -8.5% | +30.1% | -38.7% | -14.6% |
| 3Y | +101.8% | +71.8% | +30.0% | +70.7% |
| All | -7.0% | +101.1% | -108.1% | -27.7% |
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