+3,704.5%
CLS vs DASH
+16.3%
+3,688.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +2.0% |
| 7D | +4.6% | -10.6% | +15.1% | +7.4% |
| 30D | -13.9% | +2.2% | -16.0% | -14.7% |
| 3M | -26.6% | +32.3% | -58.8% | -32.2% |
| 6M | +15.4% | +19.1% | -3.7% | +8.7% |
| YTD | +5.7% | -6.5% | +12.2% | +5.5% |
| 1Y | +41.1% | -14.9% | +56.0% | +43.2% |
| 3Y | +1,228.6% | +151.9% | +1,076.6% | +971.8% |
| 5Y | +3,240.6% | +9.4% | +3,231.2% | +2,597.5% |
| All | +3,704.5% | +16.3% | +3,688.2% | +2,959.8% |
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