+11.7%
DASH vs CRS
+1,654.3%
-1,642.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +32.3% | -3.5% | +35.7% | +31.8% |
| 6M | +19.1% | +15.4% | +3.7% | +11.7% |
| YTD | -6.5% | +51.2% | -57.7% | -19.9% |
| 1Y | -14.9% | +98.3% | -113.2% | -33.8% |
| 3Y | +151.9% | +651.5% | -499.6% | +25.4% |
| 5Y | +9.4% | +1,411.1% | -1,401.7% | -56.1% |
| All | +11.7% | +1,654.3% | -1,642.6% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling