-5.1%
DASH vs CP
+46.0%
-51.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -9.1% |
| 7D | +0.5% | +6.1% | -5.6% | -1.7% |
| 30D | -7.1% | +9.8% | -16.8% | -10.4% |
| 3M | -13.2% | +2.7% | -15.9% | -14.2% |
| 6M | +8.3% | +12.8% | -4.5% | +2.5% |
| YTD | -20.6% | +28.2% | -48.7% | -29.4% |
| 1Y | -24.4% | +34.1% | -58.5% | -34.2% |
| 3Y | +94.5% | +28.9% | +65.7% | +68.2% |
| 5Y | -9.4% | +27.1% | -36.5% | -22.7% |
| All | -5.1% | +46.0% | -51.1% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling