-5.1%
DASH vs CRH
+98.3%
-103.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.7% |
| 7D | -12.8% | -3.6% | -9.2% | -10.8% |
| 30D | -6.0% | -10.8% | +4.8% | +0.9% |
| 3M | +26.7% | -13.5% | +40.2% | +38.2% |
| 6M | +11.7% | -15.4% | +27.1% | +22.1% |
| YTD | -12.9% | -27.6% | +14.7% | +4.7% |
| 1Y | -23.1% | -18.4% | -4.7% | -15.6% |
| 3Y | +140.0% | +72.5% | +67.5% | +44.2% |
| 5Y | -5.1% | +99.2% | -104.2% | -55.7% |
| All | -5.1% | +98.3% | -103.3% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling