+4.8%
DASH vs CFG
+132.8%
-128.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +7.3% |
| 7D | +17.2% | +1.8% | +15.4% | +16.4% |
| 30D | +3.6% | +3.3% | +0.3% | +2.2% |
| 3M | -1.9% | -9.8% | +8.0% | +2.5% |
| 6M | +15.1% | +5.2% | +9.9% | +11.9% |
| YTD | -12.3% | +16.1% | -28.4% | -18.5% |
| 1Y | -17.2% | +33.7% | -50.9% | -27.8% |
| 3Y | +114.7% | +181.2% | -66.5% | +30.1% |
| 5Y | -4.3% | +69.1% | -73.4% | -29.7% |
| All | +4.8% | +132.8% | -128.0% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling