+102.1%
DASH vs CHRW
+67.8%
+34.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -9.0% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -7.1% | -5.0% | -2.1% | -6.7% |
| 3M | -13.2% | -16.1% | +2.9% | -12.1% |
| 6M | +8.3% | -22.6% | +30.9% | +9.4% |
| YTD | -20.6% | -19.3% | -1.3% | -19.3% |
| 1Y | -24.4% | -14.9% | -9.5% | -23.4% |
| All | +102.1% | +67.8% | +34.3% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling