+74.0%
CL vs DBX
+19.5%
+54.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | +1.3% | -4.4% | +5.7% | +1.7% |
| 30D | +11.4% | +4.8% | +6.6% | +10.9% |
| 3M | +4.4% | +0.3% | +4.1% | +4.3% |
| 6M | +10.8% | +40.4% | -29.6% | +7.7% |
| YTD | +25.1% | +24.7% | +0.5% | +22.6% |
| 1Y | +28.0% | +20.9% | +7.1% | +25.6% |
| 3Y | +37.6% | +34.5% | +3.1% | +32.2% |
| 5Y | +39.7% | +24.6% | +15.1% | +33.8% |
| All | +74.0% | +19.5% | +54.5% | +53.7% |
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