-5.1%
DASH vs CF
+244.8%
-249.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.2% | -15.6% | -9.7% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -7.1% | +2.2% | -9.3% | -7.3% |
| 3M | -13.2% | +2.1% | -15.3% | -13.5% |
| 6M | +8.3% | -6.5% | +14.8% | +8.5% |
| YTD | -20.6% | +55.6% | -76.1% | -26.0% |
| 1Y | -24.4% | +42.3% | -66.7% | -28.7% |
| 3Y | +94.5% | +55.7% | +38.8% | +78.8% |
| 5Y | -9.4% | +122.4% | -131.9% | -21.4% |
| All | -5.1% | +244.8% | -249.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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