+76.5%
CL vs DBX
+12.3%
+64.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +1.9% |
| 7D | +0.5% | -8.6% | +9.1% | +1.2% |
| 30D | +11.6% | -5.2% | +16.8% | +12.0% |
| 3M | +5.6% | -6.4% | +12.0% | +6.0% |
| 6M | +13.2% | +12.7% | +0.4% | +11.9% |
| YTD | +26.9% | +17.2% | +9.7% | +25.0% |
| 1Y | +27.3% | +5.5% | +21.8% | +26.3% |
| 3Y | +39.7% | +24.1% | +15.6% | +35.1% |
| 5Y | +41.3% | +14.2% | +27.1% | +36.4% |
| All | +76.5% | +12.3% | +64.2% | +56.6% |
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 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