-11.6%
DASH vs CRL
+101.3%
-112.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.1% |
| 7D | -4.1% | +8.9% | -13.0% | -5.6% |
| 30D | -10.6% | +14.0% | -24.6% | -14.4% |
| 3M | -18.8% | +19.8% | -38.6% | -23.5% |
| 6M | +11.2% | +102.0% | -90.8% | -11.0% |
| YTD | -23.8% | +70.8% | -94.6% | -35.6% |
| All | -11.6% | +101.3% | -112.9% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling