-5.2%
DASH vs CTAS
+159.8%
-165.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +1.1% |
| 7D | +0.4% | +1.2% | -0.8% | -0.2% |
| 30D | -6.0% | +12.8% | -18.8% | -13.7% |
| 3M | -15.8% | +10.3% | -26.0% | -21.6% |
| 6M | +7.0% | +32.0% | -25.0% | -13.4% |
| YTD | -20.7% | +19.1% | -39.8% | -31.0% |
| 1Y | -8.5% | +21.5% | -30.0% | -21.7% |
| 3Y | +101.8% | +76.0% | +25.7% | +16.9% |
| 5Y | -9.6% | +110.9% | -120.4% | -58.2% |
| All | -5.2% | +159.8% | -165.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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