+153.0%
DASH vs CME
+57.6%
+95.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.7% |
| 7D | -10.6% | -1.6% | -9.0% | -10.7% |
| 30D | +2.2% | +6.2% | -4.1% | +2.8% |
| 3M | +32.3% | +10.4% | +21.9% | +33.7% |
| 6M | +19.1% | -9.5% | +28.6% | +18.6% |
| YTD | -6.5% | +6.0% | -12.5% | -5.7% |
| 1Y | -14.9% | +9.3% | -24.2% | -13.8% |
| All | +153.0% | +57.6% | +95.4% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling