-17.2%
DASH vs CMS
+1.4%
-18.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +8.5% |
| 7D | +17.2% | +4.1% | +13.1% | +17.9% |
| 30D | +3.6% | +10.9% | -7.3% | +5.9% |
| 3M | -1.9% | -0.2% | -1.6% | -3.2% |
| 6M | +15.1% | -4.7% | +19.8% | +12.3% |
| YTD | -12.3% | +3.9% | -16.2% | -11.2% |
| 1Y | -17.2% | +0.4% | -17.6% | -16.0% |
| All | -17.2% | +1.4% | -18.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling