-5.2%
DASH vs CNP
+108.1%
-113.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.6% |
| 7D | +0.4% | -4.2% | +4.6% | +1.4% |
| 30D | -6.0% | +5.5% | -11.6% | -7.4% |
| 3M | -15.8% | +0.6% | -16.3% | -16.0% |
| 6M | +7.0% | -2.8% | +9.8% | +7.3% |
| YTD | -20.7% | +7.9% | -28.5% | -23.2% |
| 1Y | -8.5% | +6.7% | -15.2% | -11.3% |
| 3Y | +101.8% | +61.1% | +40.6% | +67.8% |
| 5Y | -9.6% | +73.0% | -82.5% | -24.9% |
| All | -5.2% | +108.1% | -113.3% | -24.8% |
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