+7.4%
DASH vs CF
+227.0%
-219.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.4% |
| 7D | -10.6% | +6.0% | -16.6% | -10.9% |
| 30D | +2.2% | +14.8% | -12.7% | +1.1% |
| 3M | +32.3% | +14.1% | +18.2% | +30.8% |
| 6M | +19.1% | +28.5% | -9.4% | +14.6% |
| YTD | -6.5% | +74.9% | -81.5% | -13.9% |
| 1Y | -14.9% | +61.7% | -76.6% | -20.8% |
| 3Y | +151.9% | +80.3% | +71.6% | +127.2% |
| All | +7.4% | +227.0% | -219.6% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling