+23.9%
DASH vs CPNG
-74.3%
+98.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +0.4% | +13.4% | -13.0% | -5.7% |
| 30D | -6.0% | +10.0% | -16.0% | -10.3% |
| 3M | -15.8% | -0.4% | -15.4% | -15.7% |
| 6M | +7.0% | -8.9% | +15.9% | +9.8% |
| YTD | -20.7% | -30.9% | +10.3% | -7.8% |
| 1Y | -8.5% | -43.8% | +35.3% | +17.7% |
| 3Y | +101.8% | -2.5% | +104.2% | +78.6% |
| 5Y | -9.6% | -45.6% | +36.0% | -6.4% |
| All | +23.9% | -74.3% | +98.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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