+1,284.2%
CLS vs DBX
+23.5%
+1,260.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.6% |
| 7D | +20.1% | +0.3% | +19.8% | +20.0% |
| 30D | +6.0% | 0.0% | +6.0% | +6.0% |
| 3M | -10.3% | +26.1% | -36.4% | -15.3% |
| 6M | +24.5% | +29.4% | -4.9% | +16.0% |
| YTD | +12.9% | +24.4% | -11.6% | +6.4% |
| 1Y | +36.7% | +10.9% | +25.8% | +34.4% |
| All | +1,284.2% | +23.5% | +1,260.7% | +1,109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling