-17.2%
DASH vs CME
+19.8%
-37.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +8.4% |
| 7D | +17.2% | +4.8% | +12.3% | +17.7% |
| 30D | +3.6% | +14.2% | -10.6% | +4.9% |
| 3M | -1.9% | +17.9% | -19.8% | +0.1% |
| 6M | +15.1% | +7.2% | +7.8% | +16.3% |
| YTD | -12.3% | +16.7% | -29.0% | -10.5% |
| 1Y | -17.2% | +19.6% | -36.8% | -14.6% |
| All | -17.2% | +19.8% | -37.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling