-60.0%
CCL vs DBX
+20.1%
-80.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +1.2% |
| 7D | -5.0% | -2.4% | -2.6% | -4.1% |
| 30D | -20.3% | -0.5% | -19.9% | -20.4% |
| 3M | -15.1% | +28.1% | -43.2% | -24.1% |
| 6M | -15.1% | +33.1% | -48.2% | -26.9% |
| YTD | -21.8% | +25.3% | -47.1% | -30.9% |
| 1Y | -24.8% | +18.3% | -43.1% | -32.2% |
| 3Y | +51.9% | +25.0% | +26.8% | +29.2% |
| 5Y | +4.0% | +7.5% | -3.5% | -9.0% |
| All | -60.0% | +20.1% | -80.1% | -70.6% |
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 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