+11.7%
DASH vs CP
+42.3%
-30.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.8% |
| 7D | -10.6% | -2.7% | -7.9% | -9.6% |
| 30D | +2.2% | +0.2% | +2.0% | +2.0% |
| 3M | +32.3% | +2.6% | +29.7% | +30.4% |
| 6M | +19.1% | +6.0% | +13.1% | +15.4% |
| YTD | -6.5% | +24.9% | -31.4% | -16.1% |
| 1Y | -14.9% | +20.1% | -35.0% | -22.3% |
| 3Y | +151.9% | +16.4% | +135.5% | +128.0% |
| 5Y | +9.4% | +31.7% | -22.3% | -5.7% |
| All | +11.7% | +42.3% | -30.6% | -18.5% |
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