-4.5%
DASH vs CLX
-36.2%
+31.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -0.1% |
| 7D | -4.8% | +17.4% | -22.2% | -7.1% |
| 30D | -7.9% | +27.8% | -35.7% | -11.3% |
| 3M | -16.3% | +3.0% | -19.3% | -17.1% |
| 6M | +10.4% | +17.5% | -7.1% | +7.5% |
| YTD | -20.1% | +10.0% | -30.1% | -22.2% |
| 1Y | -11.4% | +3.3% | -14.7% | -12.9% |
| 3Y | +114.1% | -10.1% | +124.2% | +113.4% |
| 5Y | -5.8% | -23.7% | +18.0% | -9.4% |
| All | -4.5% | -36.2% | +31.7% | -5.5% |
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