+774.9%
CLS vs DBX
+24.6%
+750.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -6.0% | +13.9% | +8.7% |
| 7D | -10.6% | -8.6% | -2.0% | -9.5% |
| 30D | -38.4% | -5.2% | -33.3% | -38.2% |
| 3M | -29.9% | -6.4% | -23.5% | -29.7% |
| 6M | -40.6% | +12.7% | -53.4% | -43.1% |
| YTD | -24.6% | +17.2% | -41.8% | -28.5% |
| 1Y | -30.8% | +5.5% | -36.3% | -31.7% |
| All | +774.9% | +24.6% | +750.2% | +653.1% |
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