+7.4%
DASH vs CMI
+164.2%
-156.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.8% |
| 7D | -10.6% | -0.7% | -9.8% | -10.3% |
| 30D | +2.2% | -13.4% | +15.6% | +8.3% |
| 3M | +32.3% | -17.0% | +49.3% | +41.1% |
| 6M | +19.1% | -1.6% | +20.8% | +14.3% |
| YTD | -6.5% | +11.0% | -17.5% | -16.9% |
| 1Y | -14.9% | +41.9% | -56.8% | -35.6% |
| 3Y | +151.9% | +151.8% | +0.1% | +24.8% |
| All | +7.4% | +164.2% | -156.8% | -55.1% |
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 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