+3,542.1%
CLS vs DBX
+7.2%
+3,534.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.6% | +6.7% |
| 7D | +12.8% | -1.3% | +14.1% | +13.3% |
| 30D | +3.8% | -2.9% | +6.7% | +4.7% |
| 3M | -14.6% | +23.8% | -38.5% | -21.7% |
| 6M | +32.2% | +26.2% | +6.0% | +18.6% |
| YTD | +11.6% | +21.6% | -10.0% | +1.3% |
| 1Y | +35.1% | +11.4% | +23.6% | +26.4% |
| 3Y | +1,312.5% | +21.3% | +1,291.3% | +1,118.5% |
| 5Y | +3,542.1% | +6.7% | +3,535.4% | +2,913.9% |
| All | +3,542.1% | +7.2% | +3,534.9% | +2,913.9% |
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