+7.4%
DASH vs CSGP
-64.7%
+72.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.2% |
| 7D | -10.6% | -4.1% | -6.5% | -8.3% |
| 30D | +2.2% | +2.3% | -0.2% | -0.1% |
| 3M | +32.3% | -8.2% | +40.4% | +36.7% |
| 6M | +19.1% | -35.1% | +54.2% | +52.8% |
| YTD | -6.5% | -54.0% | +47.5% | +46.0% |
| 1Y | -14.9% | -65.3% | +50.4% | +59.4% |
| 3Y | +151.9% | -62.6% | +214.5% | +314.9% |
| All | +7.4% | -64.7% | +72.1% | +63.9% |
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 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