-12.7%
DASH vs CLBK
+63.3%
-76.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | -9.3% | +4.9% | -14.2% | -10.3% |
| 3M | -15.1% | +5.3% | -20.3% | -15.9% |
| 6M | +8.7% | +28.3% | -19.6% | +3.5% |
| YTD | -21.3% | +61.1% | -82.4% | -27.7% |
| 1Y | -12.7% | +62.4% | -75.0% | -20.3% |
| All | -12.7% | +63.3% | -76.0% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling