-11.1%
DASH vs CME
+17.5%
-28.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.1% |
| 7D | -10.2% | +2.5% | -12.7% | -10.1% |
| 30D | -8.2% | +13.9% | -22.2% | -7.4% |
| 3M | -15.9% | +22.4% | -38.3% | -14.4% |
| 6M | +13.3% | +12.9% | +0.4% | +14.6% |
| YTD | -21.3% | +19.6% | -40.9% | -20.7% |
| 1Y | -11.1% | +17.7% | -28.8% | -10.8% |
| All | -11.1% | +17.5% | -28.7% | -10.8% |
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