-5.2%
DASH vs CFG
+123.4%
-128.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | -6.0% | +1.1% | -7.1% | -6.3% |
| 3M | -15.8% | -12.0% | -3.8% | -10.9% |
| 6M | +7.0% | -2.2% | +9.2% | +7.6% |
| YTD | -20.7% | +11.4% | -32.1% | -24.8% |
| 1Y | -8.5% | +27.8% | -36.4% | -18.6% |
| 3Y | +101.8% | +173.3% | -71.5% | +23.9% |
| 5Y | -9.6% | +62.4% | -72.0% | -32.3% |
| All | -5.2% | +123.4% | -128.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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