+6.1%
DASH vs CRH
+150.7%
-144.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +3.1% |
| 7D | -9.4% | -4.8% | -4.7% | -6.8% |
| 30D | -5.2% | -13.1% | +7.9% | +3.0% |
| 3M | +33.1% | -12.0% | +45.1% | +43.0% |
| 6M | +18.3% | -16.9% | +35.2% | +30.2% |
| YTD | -11.2% | -29.0% | +17.7% | +6.9% |
| 1Y | -21.9% | -20.3% | -1.6% | -13.3% |
| 3Y | +144.7% | +69.2% | +75.4% | +57.9% |
| 5Y | -4.4% | +94.6% | -99.1% | -49.5% |
| All | +6.1% | +150.7% | -144.6% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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