-7.0%
DASH vs CMI
+112.1%
-119.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +0.4% | -10.0% | +10.4% | +4.6% |
| 30D | -6.0% | -13.0% | +6.9% | -0.9% |
| 3M | -15.8% | -29.9% | +14.1% | -2.8% |
| 6M | +7.0% | -36.7% | +43.7% | +26.9% |
| YTD | -20.7% | -10.9% | -9.7% | -23.3% |
| 1Y | -8.5% | -1.3% | -7.2% | -17.2% |
| 3Y | +101.8% | +117.4% | -15.6% | -0.1% |
| All | -7.0% | +112.1% | -119.0% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling