+54.1%
CCL vs DBX
+21.2%
+32.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.4% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | -20.0% | -2.9% | -17.1% | -19.4% |
| 3M | -13.7% | +23.8% | -37.5% | -19.4% |
| 6M | -9.0% | +26.2% | -35.2% | -16.3% |
| YTD | -22.8% | +21.6% | -44.4% | -28.0% |
| 1Y | -25.3% | +11.4% | -36.7% | -28.1% |
| 3Y | +54.1% | +21.3% | +32.8% | +35.6% |
| All | +54.1% | +21.2% | +32.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling