-7.0%
DASH vs CHRW
+49.0%
-56.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| YTD | -20.7% | -21.2% | +0.5% | -18.4% |
| 1Y | -8.5% | -14.2% | +5.6% | -8.1% |
| 3Y | +101.8% | +63.5% | +38.3% | +60.2% |
| All | -7.0% | +49.0% | -56.0% | -12.4% |
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