+58.4%
CL vs DBX
+16.6%
+41.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -1.4% | -1.3% | 0.0% | -1.3% |
| 30D | -5.2% | -2.9% | -2.3% | -5.0% |
| 3M | +3.3% | +23.8% | -20.5% | +1.6% |
| 6M | -4.4% | +26.2% | -30.6% | -6.3% |
| YTD | +13.9% | +21.6% | -7.7% | +11.9% |
| 1Y | +7.6% | +11.4% | -3.8% | +6.4% |
| 3Y | +29.6% | +21.3% | +8.3% | +25.7% |
| 5Y | +28.1% | +6.7% | +21.4% | +24.6% |
| All | +58.4% | +16.6% | +41.8% | +40.3% |
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