-4.5%
DASH vs CFG
+129.9%
-134.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.6% |
| 7D | -4.8% | +0.3% | -5.1% | -4.7% |
| 30D | -7.9% | +3.2% | -11.1% | -9.0% |
| 3M | -16.3% | -9.7% | -6.6% | -12.5% |
| 6M | +10.4% | +3.6% | +6.8% | +8.2% |
| YTD | -20.1% | +14.7% | -34.8% | -25.3% |
| 1Y | -11.4% | +29.6% | -41.0% | -21.7% |
| 3Y | +114.1% | +190.6% | -76.5% | +27.8% |
| 5Y | -5.8% | +67.1% | -72.8% | -30.3% |
| All | -4.5% | +129.9% | -134.4% | -32.4% |
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