+7.4%
DASH vs CME
+78.2%
-70.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | -10.6% | -1.6% | -9.0% | -10.2% |
| 30D | +2.2% | +6.2% | -4.1% | +0.5% |
| 3M | +32.3% | +10.4% | +21.9% | +28.4% |
| 6M | +19.1% | -9.5% | +28.6% | +22.9% |
| YTD | -6.5% | +6.0% | -12.5% | -9.1% |
| 1Y | -14.9% | +9.3% | -24.2% | -18.4% |
| 3Y | +151.9% | +57.7% | +94.3% | +94.9% |
| All | +7.4% | +78.2% | -70.7% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling