+153.0%
DASH vs CRL
+38.0%
+115.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -4.3% |
| 7D | -10.6% | -1.0% | -9.5% | -10.4% |
| 30D | +2.2% | +10.7% | -8.5% | -0.2% |
| 3M | +32.3% | +55.3% | -23.0% | +19.5% |
| 6M | +19.1% | +60.7% | -41.5% | +6.3% |
| YTD | -6.5% | +44.6% | -51.1% | -14.9% |
| 1Y | -14.9% | +77.7% | -92.6% | -26.1% |
| All | +153.0% | +38.0% | +115.0% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling