+226.3%
CLSK vs DBX
+27.0%
+199.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.4% |
| 7D | +7.7% | +2.1% | +5.6% | +7.0% |
| 30D | +12.2% | +5.7% | +6.5% | +10.0% |
| 3M | -15.5% | +31.8% | -47.3% | -24.7% |
| 6M | +39.3% | +37.5% | +1.9% | +19.6% |
| YTD | +35.1% | +27.9% | +7.2% | +19.8% |
| 1Y | +34.0% | +15.0% | +19.0% | +25.2% |
| 3Y | +226.3% | +27.2% | +199.1% | +142.4% |
| All | +226.3% | +27.0% | +199.3% | +142.4% |
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 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