-4.3%
DASH vs CSGP
-61.6%
+57.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.3% | +6.0% |
| 7D | +17.2% | +18.3% | -1.1% | +6.6% |
| 30D | +3.6% | +17.8% | -14.2% | -7.5% |
| 3M | -1.9% | +9.3% | -11.1% | -9.3% |
| 6M | +15.1% | -7.9% | +23.0% | +16.9% |
| YTD | -12.3% | -51.5% | +39.2% | +30.4% |
| 1Y | -17.2% | -53.3% | +36.1% | +26.3% |
| 3Y | +114.7% | -57.9% | +172.6% | +218.0% |
| 5Y | -4.3% | -61.3% | +57.0% | +40.7% |
| All | -4.3% | -61.6% | +57.3% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling