-5.9%
DASH vs CRL
+41.8%
-47.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -10.2% | +5.0% | -15.3% | -11.9% |
| 30D | -8.2% | +13.5% | -21.8% | -13.8% |
| 3M | -15.9% | +21.5% | -37.4% | -23.4% |
| 6M | +13.3% | +103.4% | -90.1% | -16.9% |
| YTD | -21.3% | +71.8% | -93.1% | -38.8% |
| 1Y | -11.1% | +97.5% | -108.7% | -35.0% |
| 3Y | +103.8% | +99.2% | +4.5% | +28.7% |
| 5Y | -21.6% | -12.1% | -9.5% | -22.8% |
| All | -5.9% | +41.8% | -47.8% | -34.1% |
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