+20.2%
CLF vs DBX
+22.5%
-2.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.3% | -12.5% | -9.0% |
| 7D | -7.9% | -1.1% | -6.8% | -7.9% |
| 30D | +5.2% | +5.0% | +0.2% | +5.4% |
| 3M | +4.3% | +4.6% | -0.3% | +4.5% |
| 6M | +25.3% | +43.9% | -18.7% | +26.6% |
| YTD | -3.3% | +29.9% | -33.2% | -3.0% |
| 1Y | +20.2% | +24.6% | -4.4% | +21.2% |
| All | +20.2% | +22.5% | -2.3% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling