+101.8%
DASH vs CMI
+111.2%
-9.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -10.0% | +10.4% | +2.6% |
| 30D | -6.0% | -13.0% | +6.9% | -3.4% |
| 3M | -15.8% | -29.9% | +14.1% | -9.0% |
| 6M | +7.0% | -36.7% | +43.7% | +17.6% |
| YTD | -20.7% | -10.9% | -9.7% | -23.6% |
| 1Y | -8.5% | -1.3% | -7.2% | -15.8% |
| 3Y | +101.8% | +117.4% | -15.6% | +18.9% |
| All | +101.8% | +111.2% | -9.4% | +18.9% |
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