-9.4%
DASH vs CNH
-17.9%
+8.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.9% | -5.5% | -8.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -7.1% | -15.2% | +8.1% | -2.1% |
| 3M | -13.2% | +4.3% | -17.5% | -15.5% |
| 6M | +8.3% | +10.1% | -1.8% | +1.9% |
| YTD | -20.6% | +23.2% | -43.8% | -30.8% |
| 1Y | -24.4% | +8.5% | -32.9% | -30.5% |
| 3Y | +94.5% | +4.1% | +90.5% | +71.9% |
| 5Y | -9.4% | -17.8% | +8.4% | -14.5% |
| All | -9.4% | -17.9% | +8.5% | -14.5% |
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