+7.4%
DASH vs CRL
-35.5%
+42.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -4.0% |
| 7D | -10.6% | -1.0% | -9.5% | -10.2% |
| 30D | +2.2% | +10.7% | -8.5% | -1.9% |
| 3M | +32.3% | +55.3% | -23.0% | +10.5% |
| 6M | +19.1% | +60.7% | -41.5% | -3.0% |
| YTD | -6.5% | +44.6% | -51.1% | -20.8% |
| 1Y | -14.9% | +77.7% | -92.6% | -34.8% |
| 3Y | +151.9% | +37.6% | +114.3% | +97.6% |
| All | +7.4% | -35.5% | +42.9% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling