+112.6%
DASH vs CLX
-14.7%
+127.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +0.4% | +13.6% | -13.2% | -1.4% |
| 30D | -6.0% | +23.4% | -29.4% | -8.7% |
| 3M | -15.8% | -2.8% | -12.9% | -16.3% |
| 6M | +7.0% | +14.0% | -7.0% | +5.2% |
| YTD | -20.7% | +4.2% | -24.8% | -22.7% |
| 1Y | -8.5% | -1.2% | -7.4% | -10.1% |
| All | +112.6% | -14.7% | +127.3% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling