-17.2%
DASH vs CMI
+10.9%
-28.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.8% | +14.1% | +7.7% |
| 7D | +17.2% | -11.2% | +28.4% | +16.1% |
| 30D | +3.6% | -9.8% | +13.4% | +2.7% |
| 3M | -1.9% | -25.5% | +23.7% | -4.1% |
| 6M | +15.1% | -27.7% | +42.7% | +11.5% |
| YTD | -12.3% | -6.6% | -5.7% | -8.1% |
| 1Y | -17.2% | +11.7% | -28.9% | +4.2% |
| All | -17.2% | +10.9% | -28.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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