+153.0%
DASH vs CSGP
-61.9%
+214.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.7% |
| 7D | -10.6% | -4.1% | -6.5% | -9.2% |
| 30D | +2.2% | +2.3% | -0.2% | +0.9% |
| 3M | +32.3% | -8.2% | +40.4% | +35.1% |
| 6M | +19.1% | -35.1% | +54.2% | +37.7% |
| YTD | -6.5% | -54.0% | +47.5% | +19.7% |
| 1Y | -14.9% | -65.3% | +50.4% | +19.6% |
| All | +153.0% | -61.9% | +214.9% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling