-5.1%
DASH vs CLX
-39.7%
+34.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.5% | -9.9% | -9.5% |
| 7D | +0.5% | +12.4% | -11.9% | -1.3% |
| 30D | -7.1% | +21.1% | -28.2% | -9.7% |
| 3M | -13.2% | -3.3% | -9.9% | -13.1% |
| 6M | +8.3% | +18.8% | -10.5% | +5.6% |
| YTD | -20.6% | +3.9% | -24.5% | -21.9% |
| 1Y | -24.4% | -3.8% | -20.6% | -24.8% |
| 3Y | +94.5% | -10.5% | +105.0% | +93.9% |
| 5Y | -9.4% | -26.7% | +17.2% | -11.7% |
| All | -5.1% | -39.7% | +34.6% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling