-5.1%
DASH vs CMS
+40.1%
-45.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.4% |
| 7D | +0.5% | +1.7% | -1.2% | +0.5% |
| 30D | -7.1% | +8.6% | -15.7% | -7.1% |
| 3M | -13.2% | -0.5% | -12.7% | -13.3% |
| 6M | +8.3% | -4.2% | +12.5% | +8.2% |
| YTD | -20.6% | +3.4% | -24.0% | -20.8% |
| 1Y | -24.4% | +0.4% | -24.8% | -24.6% |
| 3Y | +94.5% | +38.2% | +56.3% | +89.5% |
| 5Y | -9.4% | +35.4% | -44.9% | -10.1% |
| All | -5.1% | +40.1% | -45.1% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling