+7.4%
DASH vs CLBK
+42.8%
-35.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +1.2% | -11.8% | -10.8% |
| 30D | +2.2% | +9.1% | -7.0% | +0.1% |
| 3M | +32.3% | +27.7% | +4.6% | +25.1% |
| 6M | +19.1% | +40.8% | -21.7% | +10.1% |
| YTD | -6.5% | +66.4% | -72.9% | -16.9% |
| 1Y | -14.9% | +72.4% | -87.3% | -25.1% |
| 3Y | +151.9% | +50.7% | +101.3% | +124.2% |
| All | +7.4% | +42.8% | -35.4% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling