+19.1%
DASH vs CLX
-21.2%
+40.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.5% |
| 7D | -10.6% | -9.2% | -1.3% | -9.6% |
| 30D | +2.2% | -11.0% | +13.2% | +3.4% |
| 3M | +32.3% | +5.0% | +27.2% | +33.5% |
| 6M | +19.1% | -18.8% | +37.9% | +21.6% |
| All | +19.1% | -21.2% | +40.3% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling