-5.1%
DASH vs CLF
-14.7%
+9.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.2% | +2.8% | -7.2% |
| 7D | +0.5% | -21.0% | +21.5% | +4.6% |
| 30D | -7.1% | -8.0% | +0.9% | -6.2% |
| 3M | -13.2% | -10.9% | -2.3% | -12.3% |
| 6M | +8.3% | +5.8% | +2.5% | +4.2% |
| YTD | -20.6% | -15.1% | -5.4% | -21.3% |
| 1Y | -24.4% | +7.2% | -31.6% | -28.8% |
| 3Y | +94.5% | -34.2% | +128.7% | +88.6% |
| 5Y | -9.4% | -49.6% | +40.2% | -10.3% |
| All | -5.1% | -14.7% | +9.6% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling