-5.9%
DASH vs CRS
+1,025.8%
-1,031.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.7% |
| 7D | -10.2% | +4.4% | -14.6% | -11.3% |
| 30D | -8.2% | -19.1% | +10.9% | -3.9% |
| 3M | -15.9% | -43.2% | +27.3% | -3.4% |
| 6M | +13.3% | -28.9% | +42.2% | +20.6% |
| YTD | -21.3% | -3.0% | -18.3% | -24.9% |
| 1Y | -11.1% | -5.3% | -5.8% | -14.7% |
| 3Y | +103.8% | +363.5% | -259.7% | +14.5% |
| 5Y | -21.6% | +858.2% | -879.8% | -64.9% |
| All | -5.9% | +1,025.8% | -1,031.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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