-5.2%
DASH vs CF
+247.2%
-252.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | -6.0% | +4.3% | -10.4% | -6.4% |
| 3M | -15.8% | +2.8% | -18.6% | -16.1% |
| 6M | +7.0% | +0.6% | +6.4% | +6.5% |
| YTD | -20.7% | +56.6% | -77.3% | -26.1% |
| 1Y | -8.5% | +49.6% | -58.2% | -14.4% |
| 3Y | +101.8% | +61.5% | +40.3% | +84.7% |
| 5Y | -9.6% | +124.0% | -133.5% | -21.5% |
| All | -5.2% | +247.2% | -252.4% | -22.2% |
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