-5.1%
DASH vs CRL
+29.5%
-34.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -7.9% |
| 7D | +0.5% | -16.8% | +17.3% | +6.9% |
| 30D | -7.1% | +2.6% | -9.7% | -9.3% |
| 3M | -13.2% | +20.1% | -33.3% | -20.7% |
| 6M | +8.3% | +68.8% | -60.5% | -14.5% |
| YTD | -20.6% | +56.9% | -77.5% | -36.1% |
| 1Y | -24.4% | +86.7% | -111.1% | -43.7% |
| 3Y | +94.5% | +72.1% | +22.5% | +32.1% |
| 5Y | -9.4% | -16.6% | +7.1% | -8.8% |
| All | -5.1% | +29.5% | -34.6% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling