+7.4%
DASH vs CRS
+1,417.0%
-1,409.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.1% |
| 7D | -10.6% | -0.2% | -10.3% | -10.5% |
| 30D | +2.2% | -16.6% | +18.8% | +7.7% |
| 3M | +32.3% | -3.5% | +35.7% | +31.7% |
| 6M | +19.1% | +15.4% | +3.7% | +10.4% |
| YTD | -6.5% | +51.2% | -57.7% | -22.0% |
| 1Y | -14.9% | +98.3% | -113.2% | -36.8% |
| 3Y | +151.9% | +651.5% | -499.6% | +5.5% |
| All | +7.4% | +1,417.0% | -1,409.6% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling