+143.9%
DASH vs CPNG
-19.7%
+163.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.1% | -2.2% | -4.3% |
| 7D | -11.2% | -6.3% | -4.9% | -9.3% |
| 30D | -7.3% | -8.7% | +1.4% | -4.6% |
| 3M | +31.4% | -2.4% | +33.9% | +30.9% |
| 6M | +11.9% | -22.3% | +34.2% | +19.2% |
| YTD | -11.5% | -37.2% | +25.7% | +0.5% |
| 1Y | -20.0% | -53.0% | +33.0% | -0.4% |
| 3Y | +143.9% | -20.0% | +164.0% | +137.6% |
| All | +143.9% | -19.7% | +163.7% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling