-5.9%
DASH vs CLBK
+66.6%
-72.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +2.9% | -5.7% | -3.3% |
| 30D | -9.3% | +5.4% | -14.7% | -10.2% |
| 3M | -15.1% | +5.8% | -20.8% | -16.0% |
| 6M | +8.7% | +28.9% | -20.2% | +3.2% |
| YTD | -21.3% | +61.8% | -83.1% | -28.8% |
| 1Y | -12.7% | +63.1% | -75.8% | -21.1% |
| 3Y | +103.8% | +55.3% | +48.4% | +83.0% |
| 5Y | -16.8% | +28.0% | -44.8% | -23.4% |
| All | -5.9% | +66.6% | -72.5% | +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