+7.4%
DASH vs CPNG
-49.0%
+56.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.9% |
| 7D | -10.6% | -7.4% | -3.1% | -7.0% |
| 30D | +2.2% | -4.4% | +6.6% | +4.4% |
| 3M | +32.3% | -7.5% | +39.8% | +34.8% |
| 6M | +19.1% | -19.9% | +39.1% | +29.1% |
| YTD | -6.5% | -35.2% | +28.7% | +12.5% |
| 1Y | -14.9% | -46.8% | +31.9% | +13.1% |
| 3Y | +151.9% | -20.2% | +172.1% | +147.0% |
| All | +7.4% | -49.0% | +56.4% | +7.1% |
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