+4.8%
DASH vs CSGP
-62.6%
+67.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.3% | +6.1% |
| 7D | +17.2% | +18.3% | -1.1% | +6.6% |
| 30D | +3.6% | +17.8% | -14.2% | -7.4% |
| 3M | -1.9% | +9.3% | -11.1% | -9.2% |
| 6M | +15.1% | -7.9% | +23.0% | +16.8% |
| YTD | -12.3% | -51.5% | +39.2% | +29.5% |
| 1Y | -17.2% | -53.3% | +36.1% | +25.3% |
| 3Y | +114.7% | -57.9% | +172.6% | +218.5% |
| 5Y | -4.3% | -61.3% | +57.0% | +38.6% |
| All | +4.8% | -62.6% | +67.4% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling