-9.4%
DASH vs CCI
-36.0%
+26.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -9.0% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | -7.1% | +33.2% | -40.3% | -16.1% |
| 3M | -13.2% | +25.0% | -38.2% | -19.8% |
| 6M | +8.3% | +4.8% | +3.5% | +5.6% |
| YTD | -20.6% | +6.4% | -26.9% | -23.7% |
| 1Y | -24.4% | +6.5% | -30.9% | -27.4% |
| 3Y | +94.5% | +8.6% | +85.9% | +70.8% |
| 5Y | -9.4% | -35.3% | +25.9% | +18.3% |
| All | -9.4% | -36.0% | +26.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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