-29.6%
CLS vs DBX
+22.5%
-52.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.3% | -12.3% | -8.1% |
| 7D | -21.1% | -1.1% | -20.0% | -21.3% |
| 30D | -38.2% | +5.0% | -43.3% | -37.3% |
| 3M | -36.3% | +4.6% | -40.9% | -35.3% |
| 6M | -43.8% | +43.9% | -87.7% | -36.6% |
| YTD | -20.0% | +29.9% | -49.9% | -12.8% |
| 1Y | -29.6% | +24.6% | -54.2% | -23.6% |
| All | -29.6% | +22.5% | -52.1% | -23.6% |
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 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