-4.5%
DASH vs CP
+46.4%
-50.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | -4.8% | +2.8% | -7.6% | -5.8% |
| 30D | -7.9% | +11.3% | -19.2% | -11.7% |
| 3M | -16.3% | +2.9% | -19.2% | -17.3% |
| 6M | +10.4% | +9.8% | +0.6% | +5.7% |
| YTD | -20.1% | +28.5% | -48.6% | -29.1% |
| 1Y | -11.4% | +33.5% | -44.9% | -22.9% |
| 3Y | +114.1% | +31.9% | +82.1% | +83.0% |
| 5Y | -5.8% | +25.5% | -31.2% | -19.7% |
| All | -4.5% | +46.4% | -50.9% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling