-29.6%
CLS vs DASH
-16.7%
-12.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.3% | -17.4% | -9.3% |
| 7D | -21.1% | +17.2% | -38.3% | -22.0% |
| 30D | -38.2% | +3.6% | -41.8% | -38.1% |
| 3M | -36.3% | -1.9% | -34.4% | -36.4% |
| 6M | -43.8% | +15.1% | -58.9% | -45.1% |
| YTD | -20.0% | -12.3% | -7.7% | -20.5% |
| 1Y | -29.6% | -17.2% | -12.4% | -29.6% |
| All | -29.6% | -16.7% | -12.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling