-49.8%
CCL vs DBX
+15.6%
-65.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.8% |
| 7D | -0.3% | -6.3% | +6.0% | +2.1% |
| 30D | +10.3% | -5.9% | +16.2% | +12.8% |
| 3M | +6.6% | -0.4% | +6.9% | +5.7% |
| 6M | +20.0% | +29.8% | -9.8% | +5.3% |
| YTD | -1.9% | +20.5% | -22.4% | -12.6% |
| 1Y | +10.4% | +8.7% | +1.8% | +2.8% |
| 3Y | +134.8% | +25.9% | +108.9% | +97.3% |
| 5Y | +34.0% | +24.2% | +9.8% | +12.5% |
| All | -49.8% | +15.6% | -65.3% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling