-7.0%
DASH vs CG
-22.2%
+15.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.3% |
| 7D | +0.4% | -1.2% | +1.6% | +1.5% |
| 30D | -6.0% | +5.0% | -11.1% | -8.5% |
| 3M | -15.8% | -18.2% | +2.4% | -4.9% |
| 6M | +7.0% | -20.7% | +27.7% | +21.7% |
| YTD | -20.7% | -31.4% | +10.8% | -2.3% |
| 1Y | -8.5% | -22.3% | +13.7% | +3.0% |
| 3Y | +101.8% | +50.2% | +51.6% | +18.8% |
| All | -7.0% | -22.2% | +15.2% | -4.9% |
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