-8.9%
DASH vs CRL
+41.0%
-50.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.0% |
| 7D | -4.1% | +8.9% | -13.0% | -7.2% |
| 30D | -10.6% | +14.0% | -24.6% | -16.2% |
| 3M | -18.8% | +19.8% | -38.6% | -25.6% |
| 6M | +11.2% | +102.0% | -90.8% | -18.2% |
| YTD | -23.8% | +70.8% | -94.6% | -40.7% |
| 1Y | -12.2% | +98.7% | -110.9% | -36.0% |
| 3Y | +97.3% | +98.2% | -0.9% | +24.9% |
| 5Y | -29.8% | -11.7% | -18.2% | -31.0% |
| All | -8.9% | +41.0% | -50.0% | -36.1% |
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