-16.8%
DASH vs CFG
+66.0%
-82.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -9.3% | +2.8% | -12.1% | -10.3% |
| 3M | -15.1% | -10.1% | -5.0% | -10.6% |
| 6M | +8.7% | +3.2% | +5.5% | +6.5% |
| YTD | -21.3% | +14.2% | -35.5% | -26.9% |
| 1Y | -12.7% | +27.4% | -40.1% | -23.4% |
| 3Y | +103.8% | +187.6% | -83.8% | +11.3% |
| 5Y | -16.8% | +65.7% | -82.5% | -39.8% |
| All | -16.8% | +66.0% | -82.8% | -39.8% |
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