-50.0%
CCL vs DBX
+15.6%
-65.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -1.2% | -3.3% | +2.1% | -0.1% |
| 30D | +13.1% | -5.9% | +19.0% | +15.6% |
| 3M | +3.4% | -6.7% | +10.1% | +5.4% |
| 6M | +18.7% | +28.0% | -9.3% | +4.8% |
| YTD | -2.3% | +20.6% | -22.9% | -12.9% |
| 1Y | +14.2% | +10.3% | +3.9% | +5.6% |
| 3Y | +133.6% | +24.0% | +109.5% | +97.7% |
| 5Y | +33.5% | +24.2% | +9.3% | +12.0% |
| All | -50.0% | +15.6% | -65.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling