+59.1%
CL vs DBX
+20.1%
+39.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.3% |
| 7D | -2.2% | -2.4% | +0.3% | -2.0% |
| 30D | -4.8% | -0.5% | -4.3% | -4.8% |
| 3M | +4.9% | +28.1% | -23.1% | +2.9% |
| 6M | -5.7% | +33.1% | -38.8% | -8.0% |
| YTD | +14.4% | +25.3% | -10.9% | +12.1% |
| 1Y | +8.7% | +18.3% | -9.6% | +6.9% |
| 3Y | +30.0% | +25.0% | +5.0% | +25.8% |
| 5Y | +28.4% | +7.5% | +20.8% | +24.9% |
| All | +59.1% | +20.1% | +39.0% | +40.6% |
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