+7.4%
DASH vs CLF
-47.7%
+55.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -5.0% |
| 7D | -10.6% | +7.6% | -18.1% | -11.9% |
| 30D | +2.2% | -1.2% | +3.3% | +2.1% |
| 3M | +32.3% | -13.4% | +45.6% | +34.7% |
| 6M | +19.1% | +15.4% | +3.7% | +12.9% |
| YTD | -6.5% | -5.9% | -0.6% | -8.6% |
| 1Y | -14.9% | +18.8% | -33.7% | -22.6% |
| 3Y | +151.9% | -19.4% | +171.3% | +133.5% |
| All | +7.4% | -47.7% | +55.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling