-8.9%
DASH vs CG
+56.9%
-65.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -0.6% |
| 7D | -4.1% | -1.5% | -2.6% | -3.4% |
| 30D | -10.6% | +5.7% | -16.3% | -13.4% |
| 3M | -18.8% | -17.9% | -0.9% | -8.9% |
| 6M | +11.2% | -20.2% | +31.4% | +25.7% |
| YTD | -23.8% | -32.0% | +8.2% | -6.3% |
| 1Y | -12.2% | -27.0% | +14.8% | +2.8% |
| 3Y | +97.3% | +42.8% | +54.5% | +25.6% |
| 5Y | -29.8% | -23.4% | -6.4% | -31.0% |
| All | -8.9% | +56.9% | -65.8% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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