+7.4%
DASH vs CG
+10.1%
-2.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.6% |
| 7D | -10.6% | -4.3% | -6.2% | -8.1% |
| 30D | +2.2% | -5.1% | +7.2% | +5.0% |
| 3M | +32.3% | +8.7% | +23.6% | +24.0% |
| 6M | +19.1% | -9.2% | +28.3% | +24.0% |
| YTD | -6.5% | -18.9% | +12.3% | +3.5% |
| 1Y | -14.9% | -25.6% | +10.7% | -1.3% |
| 3Y | +151.9% | +57.3% | +94.7% | +50.3% |
| All | +7.4% | +10.1% | -2.7% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling