+11.7%
DASH vs CL
+19.4%
-7.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.7% |
| 7D | -10.6% | -2.2% | -8.4% | -10.7% |
| 30D | +2.2% | -4.8% | +7.0% | +1.9% |
| 3M | +32.3% | +4.9% | +27.4% | +32.9% |
| 6M | +19.1% | -5.7% | +24.8% | +18.4% |
| YTD | -6.5% | +14.4% | -20.9% | -5.5% |
| 1Y | -14.9% | +8.7% | -23.6% | -14.1% |
| 3Y | +151.9% | +30.0% | +122.0% | +152.4% |
| 5Y | +9.4% | +28.4% | -18.9% | +11.0% |
| All | +11.7% | +19.4% | -7.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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