+7.4%
DASH vs CMS
+23.4%
-16.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -10.6% | +0.4% | -10.9% | -10.6% |
| 30D | +2.2% | -3.6% | +5.8% | +2.3% |
| 3M | +32.3% | -1.9% | +34.2% | +32.4% |
| 6M | +19.1% | -11.0% | +30.1% | +20.0% |
| YTD | -6.5% | +0.2% | -6.7% | -7.0% |
| 1Y | -14.9% | -1.3% | -13.6% | -15.2% |
| 3Y | +151.9% | +35.9% | +116.0% | +135.3% |
| All | +7.4% | +23.4% | -16.0% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling