-29.3%
DASH vs CHRW
+58.8%
-88.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.5% | +7.3% | -11.8% | -6.1% |
| 30D | -6.8% | -3.6% | -3.2% | -6.2% |
| 3M | -20.7% | -9.6% | -11.1% | -19.3% |
| 6M | +15.1% | -17.0% | +32.1% | +17.2% |
| YTD | -24.3% | -15.4% | -8.8% | -23.4% |
| 1Y | -12.1% | -10.0% | -2.2% | -12.6% |
| 3Y | +91.1% | +82.2% | +8.9% | +45.8% |
| All | -29.3% | +58.8% | -88.1% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling