-9.4%
DASH vs CNP
+69.8%
-79.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -8.8% |
| 7D | +0.5% | -5.3% | +5.8% | +1.8% |
| 30D | -7.1% | +3.7% | -10.7% | -8.0% |
| 3M | -13.2% | -1.1% | -12.1% | -13.1% |
| 6M | +8.3% | -7.1% | +15.4% | +9.9% |
| YTD | -20.6% | +6.0% | -26.6% | -23.0% |
| 1Y | -24.4% | +5.2% | -29.6% | -26.7% |
| 3Y | +94.5% | +57.5% | +37.0% | +59.0% |
| 5Y | -9.4% | +70.0% | -79.5% | -24.8% |
| All | -9.4% | +69.8% | -79.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling