-8.5%
DASH vs CP
+32.2%
-40.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | +0.3% |
| 30D | -6.0% | +10.2% | -16.3% | -6.2% |
| 3M | -15.8% | +2.4% | -18.1% | -15.8% |
| 6M | +7.0% | +7.7% | -0.7% | +6.5% |
| YTD | -20.7% | +26.0% | -46.7% | -20.6% |
| 1Y | -8.5% | +34.6% | -43.2% | -11.6% |
| All | -8.5% | +32.2% | -40.7% | -11.6% |
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