-47.8%
CLF vs DBX
+7.0%
-54.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.8% |
| 7D | +7.6% | -2.4% | +10.0% | +8.6% |
| 30D | -1.2% | -0.5% | -0.7% | -1.3% |
| 3M | -13.4% | +28.1% | -41.4% | -23.0% |
| 6M | +15.4% | +33.1% | -17.7% | -1.1% |
| YTD | -5.9% | +25.3% | -31.2% | -17.2% |
| 1Y | +18.8% | +18.3% | +0.5% | +6.6% |
| 3Y | -19.4% | +25.0% | -44.4% | -33.7% |
| All | -47.8% | +7.0% | -54.8% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling