+5.8%
DASH vs CMI
+189.4%
-183.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.5% | -5.4% |
| 7D | -11.2% | +1.9% | -13.1% | -11.9% |
| 30D | -7.3% | -12.5% | +5.2% | -2.4% |
| 3M | +31.4% | -16.2% | +47.7% | +39.4% |
| 6M | +11.9% | +4.9% | +7.0% | +4.5% |
| YTD | -11.5% | +11.1% | -22.6% | -20.6% |
| 1Y | -20.0% | +43.4% | -63.4% | -38.4% |
| 3Y | +143.9% | +154.1% | -10.1% | +29.7% |
| 5Y | -0.2% | +169.5% | -169.7% | -52.1% |
| All | +5.8% | +189.4% | -183.7% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling