-5.1%
DASH vs CL
+33.5%
-38.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.1% | -9.3% | -9.4% |
| 7D | +0.5% | +5.9% | -5.4% | +0.6% |
| 30D | -7.1% | +13.8% | -20.8% | -6.7% |
| 3M | -13.2% | +6.4% | -19.6% | -13.1% |
| 6M | +8.3% | +15.6% | -7.3% | +9.1% |
| YTD | -20.6% | +27.9% | -48.4% | -19.4% |
| 1Y | -24.4% | +31.4% | -55.8% | -23.2% |
| 3Y | +94.5% | +41.4% | +53.1% | +95.6% |
| 5Y | -9.4% | +42.8% | -52.2% | -7.8% |
| All | -5.1% | +33.5% | -38.6% | +7.1% |
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