+2,417.4%
CLS vs DASH
-1.3%
+2,418.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -22.2% | +0.4% | -22.5% | -22.5% |
| 30D | -44.4% | -6.0% | -38.3% | -43.7% |
| 3M | -34.3% | -15.8% | -18.5% | -32.1% |
| 6M | -50.1% | +7.0% | -57.0% | -51.9% |
| YTD | -30.1% | -20.7% | -9.4% | -27.8% |
| 1Y | -39.3% | -8.5% | -30.8% | -39.9% |
| 3Y | +732.7% | +101.8% | +630.9% | +604.4% |
| 5Y | +1,777.2% | -9.6% | +1,786.8% | +1,474.6% |
| All | +2,417.4% | -1.3% | +2,418.7% | +1,994.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling