-5.9%
DASH vs CNP
+111.1%
-117.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.8% | -3.0% | +0.3% | -2.1% |
| 30D | -9.3% | +6.8% | -16.1% | -10.8% |
| 3M | -15.1% | +3.6% | -18.7% | -15.9% |
| 6M | +8.7% | 0.0% | +8.8% | +8.2% |
| YTD | -21.3% | +9.4% | -30.7% | -24.1% |
| 1Y | -12.7% | +6.8% | -19.5% | -15.2% |
| 3Y | +103.8% | +64.2% | +39.6% | +68.5% |
| 5Y | -16.8% | +76.0% | -92.8% | -31.2% |
| All | -5.9% | +111.1% | -117.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling