+2,404.8%
CLS vs DASH
-1.1%
+2,405.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.4% | -3.6% | -10.7% |
| 7D | -27.3% | +0.5% | -27.8% | -27.6% |
| 30D | -47.0% | -7.1% | -40.0% | -46.3% |
| 3M | -43.3% | -13.2% | -30.1% | -41.9% |
| 6M | -50.8% | +8.3% | -59.1% | -52.7% |
| YTD | -30.4% | -20.6% | -9.9% | -28.2% |
| 1Y | -41.7% | -24.4% | -17.3% | -39.5% |
| 3Y | +701.4% | +94.5% | +606.9% | +582.4% |
| 5Y | +1,767.8% | -9.4% | +1,777.2% | +1,466.1% |
| All | +2,404.8% | -1.1% | +2,405.9% | +1,983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling