+2,276.3%
CLS vs DBX
+15.6%
+2,260.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.3% |
| 7D | +23.5% | -6.3% | +29.8% | +25.5% |
| 30D | -28.9% | -5.9% | -23.1% | -28.1% |
| 3M | -25.2% | -0.4% | -24.8% | -25.9% |
| 6M | -32.1% | +29.8% | -61.9% | -38.2% |
| YTD | -14.1% | +20.5% | -34.6% | -21.1% |
| 1Y | -24.1% | +8.7% | -32.7% | -28.1% |
| 3Y | +897.0% | +25.9% | +871.0% | +782.6% |
| 5Y | +2,089.9% | +24.2% | +2,065.8% | +1,812.5% |
| All | +2,276.3% | +15.6% | +2,260.8% | +1,757.0% |
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