-5.2%
DASH vs CRL
+39.7%
-44.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -8.0% | -3.0% |
| 7D | +0.4% | -6.1% | +6.5% | +2.0% |
| 30D | -6.0% | +12.4% | -18.4% | -11.4% |
| 3M | -15.8% | +27.1% | -42.9% | -24.7% |
| 6M | +7.0% | +85.7% | -78.8% | -18.6% |
| YTD | -20.7% | +69.2% | -89.9% | -38.0% |
| 1Y | -8.5% | +97.5% | -106.1% | -33.2% |
| 3Y | +101.8% | +86.1% | +15.7% | +32.9% |
| 5Y | -9.6% | -10.0% | +0.5% | -11.5% |
| All | -5.2% | +39.7% | -44.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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