-14.9%
DASH vs CP
+19.9%
-34.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.7% |
| 7D | -10.6% | -2.7% | -7.9% | -10.3% |
| 30D | +2.2% | +0.2% | +2.0% | +2.1% |
| 3M | +32.3% | +2.6% | +29.7% | +31.6% |
| 6M | +19.1% | +6.0% | +13.1% | +17.1% |
| YTD | -6.5% | +24.9% | -31.4% | -10.9% |
| 1Y | -14.9% | +20.1% | -35.0% | -20.7% |
| All | -14.9% | +19.9% | -34.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling