-21.6%
DASH vs CLX
-22.5%
+0.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -2.8% | +13.6% | -16.4% | -5.4% |
| 30D | -9.3% | +29.1% | -38.3% | -14.0% |
| 3M | -15.1% | +1.6% | -16.7% | -15.8% |
| 6M | +8.7% | +18.7% | -10.0% | +4.6% |
| YTD | -21.3% | +11.1% | -32.4% | -24.3% |
| 1Y | -12.7% | +7.0% | -19.7% | -15.4% |
| 3Y | +103.8% | -10.0% | +113.8% | +102.3% |
| All | -21.6% | -22.5% | +0.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling