+1,876.2%
CLS vs DBX
+15.0%
+1,861.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -6.0% | +13.9% | +9.7% |
| 7D | -10.6% | -8.6% | -2.0% | -8.3% |
| 30D | -38.4% | -5.2% | -33.3% | -37.9% |
| 3M | -29.9% | -6.4% | -23.5% | -29.4% |
| 6M | -40.6% | +12.7% | -53.4% | -44.9% |
| YTD | -24.6% | +17.2% | -41.8% | -31.9% |
| 1Y | -30.8% | +5.5% | -36.3% | -34.5% |
| 3Y | +811.7% | +24.1% | +787.6% | +651.1% |
| All | +1,876.2% | +15.0% | +1,861.3% | +1,510.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling