+153.0%
DASH vs CG
+58.1%
+94.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.9% |
| 7D | -10.6% | -4.3% | -6.2% | -8.9% |
| 30D | +2.2% | -5.1% | +7.2% | +4.1% |
| 3M | +32.3% | +8.7% | +23.6% | +26.7% |
| 6M | +19.1% | -9.2% | +28.3% | +22.8% |
| YTD | -6.5% | -18.9% | +12.3% | +0.6% |
| 1Y | -14.9% | -25.6% | +10.7% | -5.3% |
| All | +153.0% | +58.1% | +94.9% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling