-29.3%
DASH vs CPNG
-43.2%
+13.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -4.5% | -6.8% | +2.2% | -1.0% |
| 30D | -6.8% | +5.5% | -12.3% | -9.2% |
| 3M | -20.7% | -6.8% | -13.9% | -17.8% |
| 6M | +15.1% | -4.8% | +19.9% | +15.3% |
| YTD | -24.3% | -35.6% | +11.3% | -8.1% |
| 1Y | -12.1% | -46.8% | +34.6% | +17.8% |
| 3Y | +91.1% | -0.8% | +91.8% | +63.5% |
| All | -29.3% | -43.2% | +13.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling