-5.9%
DASH vs CLBK
+66.8%
-72.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -10.2% | +2.2% | -12.4% | -10.6% |
| 30D | -8.2% | +5.0% | -13.2% | -9.1% |
| 3M | -15.9% | +3.3% | -19.2% | -16.5% |
| 6M | +13.3% | +29.6% | -16.3% | +7.4% |
| YTD | -21.3% | +62.1% | -83.4% | -28.8% |
| 1Y | -11.1% | +64.3% | -75.5% | -19.9% |
| 3Y | +103.8% | +55.6% | +48.2% | +83.0% |
| 5Y | -21.6% | +29.3% | -50.9% | -27.8% |
| All | -5.9% | +66.8% | -72.8% | +4.5% |
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