+2,148.3%
CLS vs DBX
+15.6%
+2,132.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | +16.3% | -3.3% | +19.5% | +17.1% |
| 30D | -25.7% | -5.9% | -19.8% | -24.8% |
| 3M | -30.9% | -6.7% | -24.2% | -30.3% |
| 6M | -35.5% | +28.0% | -63.5% | -41.0% |
| YTD | -18.7% | +20.6% | -39.3% | -25.4% |
| 1Y | -17.9% | +10.3% | -28.2% | -22.7% |
| 3Y | +838.1% | +24.0% | +814.0% | +734.3% |
| 5Y | +1,971.9% | +24.2% | +1,947.7% | +1,709.2% |
| All | +2,148.3% | +15.6% | +2,132.6% | +1,656.7% |
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