-29.3%
DASH vs CLX
-20.8%
-8.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -4.5% | +9.5% | -14.0% | -6.4% |
| 30D | -6.8% | +30.7% | -37.5% | -11.9% |
| 3M | -20.7% | +4.2% | -24.9% | -21.8% |
| 6M | +15.1% | +22.1% | -7.1% | +10.0% |
| YTD | -24.3% | +14.1% | -38.3% | -27.6% |
| 1Y | -12.1% | +10.3% | -22.5% | -15.4% |
| 3Y | +91.1% | -7.8% | +98.9% | +88.7% |
| All | -29.3% | -20.8% | -8.5% | -34.1% |
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