-4.5%
DASH vs CMI
+140.4%
-144.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.7% |
| 7D | -4.8% | -6.8% | +2.0% | -2.3% |
| 30D | -7.9% | -10.9% | +3.0% | -4.1% |
| 3M | -16.3% | -27.3% | +11.0% | -5.7% |
| 6M | +10.4% | -30.9% | +41.3% | +24.9% |
| YTD | -20.1% | -7.7% | -12.4% | -23.2% |
| 1Y | -11.4% | 0.0% | -11.4% | -18.7% |
| 3Y | +114.1% | +130.1% | -16.0% | +15.3% |
| 5Y | -5.8% | +121.5% | -127.2% | -51.4% |
| All | -4.5% | +140.4% | -144.9% | -54.3% |
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