-17.9%
CLS vs DASH
-13.3%
-4.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +16.3% | -4.5% | +20.8% | +16.6% |
| 30D | -25.7% | -6.8% | -18.9% | -25.0% |
| 3M | -30.9% | -20.7% | -10.2% | -29.7% |
| 6M | -35.5% | +15.1% | -50.5% | -37.3% |
| YTD | -18.7% | -24.3% | +5.6% | -19.0% |
| 1Y | -17.9% | -12.1% | -5.8% | -18.3% |
| All | -17.9% | -13.3% | -4.6% | -18.3% |
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