-5.2%
DASH vs CHRW
+52.1%
-57.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -6.0% | -7.3% | +1.2% | -4.6% |
| 3M | -15.8% | -14.2% | -1.6% | -13.3% |
| 6M | +7.0% | -25.1% | +32.0% | +11.9% |
| YTD | -20.7% | -21.2% | +0.5% | -18.4% |
| 1Y | -8.5% | -14.2% | +5.6% | -8.0% |
| 3Y | +101.8% | +63.5% | +38.3% | +61.7% |
| 5Y | -9.6% | +49.6% | -59.2% | -22.5% |
| All | -5.2% | +52.1% | -57.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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