+101.8%
DASH vs CRS
+321.3%
-219.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | -6.0% | -28.8% | +22.8% | -0.1% |
| 3M | -15.8% | -50.0% | +34.3% | -3.9% |
| 6M | +7.0% | -39.2% | +46.2% | +15.5% |
| YTD | -20.7% | -11.4% | -9.2% | -23.2% |
| 1Y | -8.5% | -11.7% | +3.1% | -11.4% |
| 3Y | +101.8% | +319.6% | -217.9% | +37.3% |
| All | +101.8% | +321.3% | -219.6% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling