+91.1%
DASH vs CMI
+121.3%
-30.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -4.5% | +0.5% | -5.0% | -4.6% |
| 30D | -6.8% | -14.0% | +7.2% | -3.9% |
| 3M | -20.7% | -28.1% | +7.4% | -14.9% |
| 6M | +15.1% | -35.8% | +50.9% | +26.0% |
| YTD | -24.3% | -10.5% | -13.8% | -27.2% |
| 1Y | -12.1% | -1.9% | -10.3% | -18.8% |
| 3Y | +91.1% | +121.0% | -29.9% | +15.1% |
| All | +91.1% | +121.3% | -30.3% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling