+11.7%
DASH vs CNP
+103.1%
-91.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.4% |
| 7D | -10.6% | +1.1% | -11.7% | -10.8% |
| 30D | +2.2% | -1.8% | +4.0% | +2.6% |
| 3M | +32.3% | -4.6% | +36.9% | +33.6% |
| 6M | +19.1% | -8.8% | +28.0% | +21.4% |
| YTD | -6.5% | +5.2% | -11.7% | -8.9% |
| 1Y | -14.9% | +8.3% | -23.2% | -18.0% |
| 3Y | +151.9% | +54.9% | +97.1% | +112.2% |
| 5Y | +9.4% | +73.5% | -64.1% | -8.9% |
| All | +11.7% | +103.1% | -91.3% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling