+11.7%
DASH vs CMI
+189.0%
-177.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.7% |
| 7D | -10.6% | -0.7% | -9.8% | -10.3% |
| 30D | +2.2% | -13.4% | +15.6% | +8.0% |
| 3M | +32.3% | -17.0% | +49.3% | +40.7% |
| 6M | +19.1% | -1.6% | +20.8% | +14.8% |
| YTD | -6.5% | +11.0% | -17.5% | -16.1% |
| 1Y | -14.9% | +41.9% | -56.8% | -34.1% |
| 3Y | +151.9% | +151.8% | +0.1% | +34.6% |
| 5Y | +9.4% | +163.6% | -154.1% | -47.2% |
| All | +11.7% | +189.0% | -177.3% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling