+11.8%
CLF vs DBX
+12.9%
-1.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.6% |
| 7D | -2.7% | +0.3% | -2.9% | -2.6% |
| 30D | -3.2% | 0.0% | -3.2% | -3.1% |
| 3M | -5.0% | +26.1% | -31.1% | -3.6% |
| 6M | +26.6% | +29.4% | -2.8% | +26.9% |
| YTD | -9.0% | +24.4% | -33.4% | -8.7% |
| 1Y | +11.8% | +10.9% | +1.0% | +15.2% |
| All | +11.8% | +12.9% | -1.0% | +15.2% |
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