-29.3%
DASH vs CRH
+110.6%
-139.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -4.5% | -1.3% | -3.2% | -3.7% |
| 30D | -6.8% | +18.1% | -24.9% | -16.0% |
| 3M | -20.7% | -3.9% | -16.8% | -18.5% |
| 6M | +15.1% | -13.3% | +28.4% | +25.5% |
| YTD | -24.3% | -24.2% | -0.1% | -11.2% |
| 1Y | -12.1% | -14.9% | +2.8% | -5.5% |
| 3Y | +91.1% | +64.9% | +26.2% | +20.1% |
| All | -29.3% | +110.6% | -139.9% | -68.4% |
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