-4.5%
DASH vs CLBK
+66.1%
-70.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.3% |
| 7D | -4.8% | +1.8% | -6.6% | -5.1% |
| 30D | -7.9% | +5.1% | -13.0% | -8.8% |
| 3M | -16.3% | +5.2% | -21.5% | -17.2% |
| 6M | +10.4% | +28.6% | -18.2% | +4.8% |
| YTD | -20.1% | +61.4% | -81.5% | -27.7% |
| 1Y | -11.4% | +64.7% | -76.1% | -20.2% |
| 3Y | +114.1% | +55.1% | +59.0% | +92.3% |
| 5Y | -5.8% | +28.4% | -34.1% | -13.1% |
| All | -4.5% | +66.1% | -70.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling