-29.3%
DASH vs CNP
+74.5%
-103.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | -6.8% | +3.8% | -10.6% | -7.7% |
| 3M | -20.7% | +2.4% | -23.1% | -21.3% |
| 6M | +15.1% | -1.2% | +16.2% | +14.8% |
| YTD | -24.3% | +9.3% | -33.5% | -27.2% |
| 1Y | -12.1% | +6.4% | -18.6% | -14.8% |
| 3Y | +91.1% | +66.4% | +24.7% | +53.0% |
| All | -29.3% | +74.5% | -103.8% | -41.7% |
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 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