-61.3%
CCL vs DBX
+22.6%
-83.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.6% |
| 7D | -3.2% | +2.1% | -5.3% | -4.1% |
| 30D | -17.8% | +5.7% | -23.5% | -19.9% |
| 3M | -18.7% | +31.8% | -50.5% | -28.1% |
| 6M | -11.4% | +37.5% | -48.9% | -24.8% |
| YTD | -24.3% | +27.9% | -52.2% | -33.7% |
| 1Y | -28.8% | +15.0% | -43.9% | -35.0% |
| 3Y | +49.3% | +27.2% | +22.1% | +26.1% |
| 5Y | +1.6% | +12.8% | -11.2% | -12.6% |
| All | -61.3% | +22.6% | -83.9% | -71.8% |
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