+7.4%
DASH vs CNH
+11.5%
-4.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.7% | -6.0% |
| 7D | -10.6% | +23.3% | -33.9% | -17.0% |
| 30D | +2.2% | +33.5% | -31.3% | -8.0% |
| 3M | +32.3% | +32.7% | -0.4% | +18.5% |
| 6M | +19.1% | +22.2% | -3.1% | +8.6% |
| YTD | -6.5% | +57.7% | -64.2% | -24.6% |
| 1Y | -14.9% | +28.0% | -42.9% | -24.9% |
| 3Y | +151.9% | +11.5% | +140.4% | +129.2% |
| All | +7.4% | +11.5% | -4.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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