-24.1%
CLS vs DBX
+7.4%
-31.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.8% |
| 7D | +23.5% | -6.3% | +29.8% | +21.6% |
| 30D | -28.9% | -5.9% | -23.1% | -29.9% |
| 3M | -25.2% | -0.4% | -24.8% | -25.2% |
| 6M | -32.1% | +29.8% | -61.9% | -27.1% |
| YTD | -14.1% | +20.5% | -34.6% | -7.9% |
| 1Y | -24.1% | +8.7% | -32.7% | -15.4% |
| All | -24.1% | +7.4% | -31.5% | -15.4% |
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