+153.0%
DASH vs CFG
+180.9%
-27.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -10.6% | +1.5% | -12.1% | -11.2% |
| 30D | +2.2% | -3.8% | +6.0% | +3.7% |
| 3M | +32.3% | +11.5% | +20.8% | +25.5% |
| 6M | +19.1% | +19.2% | -0.1% | +9.5% |
| YTD | -6.5% | +23.7% | -30.2% | -15.5% |
| 1Y | -14.9% | +38.8% | -53.7% | -27.2% |
| All | +153.0% | +180.9% | -27.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling