+95.2%
CLF vs DBX
+16.6%
+78.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.5% |
| 7D | +6.5% | -1.3% | +7.8% | +7.0% |
| 30D | +0.2% | -2.9% | +3.1% | +1.1% |
| 3M | -3.1% | +23.8% | -26.9% | -12.1% |
| 6M | +25.0% | +26.2% | -1.2% | +10.8% |
| YTD | -7.5% | +21.6% | -29.1% | -17.0% |
| 1Y | +11.5% | +11.4% | +0.1% | +3.1% |
| 3Y | -13.7% | +21.3% | -35.0% | -25.5% |
| 5Y | -47.0% | +6.7% | -53.6% | -53.1% |
| All | +95.2% | +16.6% | +78.6% | +41.0% |
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