+732.7%
CLS vs DASH
+94.3%
+638.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -22.2% | +0.4% | -22.5% | -22.7% |
| 30D | -44.4% | -6.0% | -38.3% | -43.3% |
| 3M | -34.3% | -15.8% | -18.5% | -30.5% |
| 6M | -50.1% | +7.0% | -57.0% | -53.7% |
| YTD | -30.1% | -20.7% | -9.4% | -24.7% |
| 1Y | -39.3% | -8.5% | -30.8% | -41.0% |
| 3Y | +732.7% | +101.8% | +630.9% | +399.1% |
| All | +732.7% | +94.3% | +638.5% | +399.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling