-5.2%
DASH vs CLF
-13.2%
+8.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +0.4% | -19.6% | +20.0% | +4.2% |
| 30D | -6.0% | -5.0% | -1.1% | -5.7% |
| 3M | -15.8% | -6.3% | -9.5% | -15.6% |
| 6M | +7.0% | +2.8% | +4.2% | +3.6% |
| YTD | -20.7% | -13.7% | -7.0% | -21.7% |
| 1Y | -8.5% | +13.6% | -22.1% | -15.0% |
| 3Y | +101.8% | -34.0% | +135.8% | +95.7% |
| 5Y | -9.6% | -48.7% | +39.2% | -10.7% |
| All | -5.2% | -13.2% | +8.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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