-9.4%
DASH vs CFG
+61.9%
-71.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.1% | -6.3% | -7.8% |
| 7D | +0.5% | -2.2% | +2.7% | +1.8% |
| 30D | -7.1% | +0.4% | -7.5% | -7.1% |
| 3M | -13.2% | -12.6% | -0.6% | -7.3% |
| 6M | +8.3% | +0.6% | +7.7% | +7.4% |
| YTD | -20.6% | +12.4% | -33.0% | -25.6% |
| 1Y | -24.4% | +27.7% | -52.1% | -33.7% |
| 3Y | +94.5% | +172.4% | -77.8% | +9.4% |
| 5Y | -9.4% | +64.0% | -73.4% | -34.0% |
| All | -9.4% | +61.9% | -71.3% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling