-5.1%
DASH vs CSGP
-63.3%
+58.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.8% | -8.5% |
| 7D | +0.5% | +13.9% | -13.4% | -6.5% |
| 30D | -7.1% | +16.0% | -23.1% | -16.1% |
| 3M | -13.2% | +6.1% | -19.3% | -18.2% |
| 6M | +8.3% | -8.2% | +16.5% | +10.1% |
| YTD | -20.6% | -52.3% | +31.8% | +18.5% |
| 1Y | -24.4% | -54.5% | +30.1% | +16.3% |
| 3Y | +94.5% | -58.6% | +153.1% | +191.5% |
| 5Y | -9.4% | -61.5% | +52.1% | +31.6% |
| All | -5.1% | -63.3% | +58.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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