-8.5%
DASH vs CME
+18.8%
-27.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | -6.0% | +13.2% | -19.2% | -5.3% |
| 3M | -15.8% | +16.3% | -32.0% | -14.7% |
| 6M | +7.0% | +7.1% | -0.2% | +8.3% |
| YTD | -20.7% | +15.8% | -36.5% | -20.8% |
| 1Y | -8.5% | +17.1% | -25.6% | -9.2% |
| All | -8.5% | +18.8% | -27.4% | -9.2% |
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