-9.4%
DASH vs CG
-21.0%
+11.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.5% | -2.9% | -5.3% |
| 7D | +0.5% | -1.5% | +2.0% | +1.9% |
| 30D | -7.1% | +2.8% | -9.9% | -8.3% |
| 3M | -13.2% | -19.2% | +6.1% | -1.2% |
| 6M | +8.3% | -21.0% | +29.3% | +23.4% |
| YTD | -20.6% | -31.0% | +10.4% | -2.6% |
| 1Y | -24.4% | -21.1% | -3.3% | -15.8% |
| 3Y | +94.5% | +48.8% | +45.7% | +15.7% |
| 5Y | -9.4% | -21.5% | +12.1% | -6.8% |
| All | -9.4% | -21.0% | +11.6% | -6.8% |
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