-5.1%
DASH vs CI
+53.2%
-58.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -9.2% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | -7.1% | +9.9% | -17.0% | -8.2% |
| 3M | -13.2% | +12.1% | -25.3% | -14.4% |
| 6M | +8.3% | +10.6% | -2.3% | +6.7% |
| YTD | -20.6% | +11.4% | -32.0% | -21.9% |
| 1Y | -24.4% | +18.8% | -43.2% | -26.3% |
| 3Y | +94.5% | +2.9% | +91.7% | +90.6% |
| 5Y | -9.4% | +54.5% | -64.0% | -16.6% |
| All | -5.1% | +53.2% | -58.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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