+4.8%
DASH vs CF
+224.8%
-220.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.4% | +12.7% | +8.6% |
| 7D | +17.2% | -6.9% | +24.0% | +17.6% |
| 30D | +3.6% | -3.7% | +7.3% | +3.7% |
| 3M | -1.9% | -5.0% | +3.1% | -1.8% |
| 6M | +15.1% | -10.5% | +25.5% | +15.5% |
| YTD | -12.3% | +46.5% | -58.8% | -18.1% |
| 1Y | -17.2% | +34.8% | -52.1% | -21.7% |
| 3Y | +114.7% | +46.7% | +68.0% | +98.0% |
| 5Y | -4.3% | +112.0% | -116.3% | -16.7% |
| All | +4.8% | +224.8% | -220.0% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling