+153.0%
DASH vs CF
+73.9%
+79.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.6% |
| 7D | -10.6% | +6.0% | -16.6% | -10.5% |
| 30D | +2.2% | +14.8% | -12.7% | +2.3% |
| 3M | +32.3% | +14.1% | +18.2% | +32.4% |
| 6M | +19.1% | +28.5% | -9.4% | +16.1% |
| YTD | -6.5% | +74.9% | -81.5% | -12.6% |
| 1Y | -14.9% | +61.7% | -76.6% | -19.4% |
| All | +153.0% | +73.9% | +79.1% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling