+7.4%
DASH vs CHRW
+83.1%
-75.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.9% |
| 7D | -10.6% | -1.4% | -9.2% | -10.3% |
| 30D | +2.2% | -3.5% | +5.6% | +2.9% |
| 3M | +32.3% | -19.4% | +51.7% | +37.4% |
| 6M | +19.1% | -21.4% | +40.5% | +24.1% |
| YTD | -6.5% | -7.1% | +0.6% | -6.9% |
| 1Y | -14.9% | +17.8% | -32.7% | -20.8% |
| 3Y | +151.9% | +78.8% | +73.2% | +101.6% |
| All | +7.4% | +83.1% | -75.7% | -8.4% |
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