-5.9%
DASH vs CLX
-35.5%
+29.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -2.8% | +13.6% | -16.4% | -4.7% |
| 30D | -9.3% | +29.1% | -38.3% | -12.7% |
| 3M | -15.1% | +1.6% | -16.7% | -15.7% |
| 6M | +8.7% | +18.7% | -10.0% | +5.8% |
| YTD | -21.3% | +11.1% | -32.4% | -23.5% |
| 1Y | -12.7% | +7.0% | -19.7% | -14.6% |
| 3Y | +103.8% | -10.0% | +113.8% | +103.1% |
| 5Y | -16.8% | -22.6% | +5.8% | -20.0% |
| All | -5.9% | -35.5% | +29.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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