-18.5%
CLSK vs DBX
+20.9%
-39.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.1% |
| 7D | +1.7% | -1.8% | +3.6% | +2.3% |
| 30D | +11.1% | +2.8% | +8.3% | +9.5% |
| 3M | -14.1% | +26.8% | -40.9% | -22.8% |
| 6M | +32.9% | +32.8% | +0.2% | +15.5% |
| YTD | +26.5% | +26.1% | +0.4% | +11.9% |
| 1Y | +27.6% | +14.1% | +13.5% | +17.2% |
| 3Y | +190.9% | +25.7% | +165.2% | +152.3% |
| 5Y | -0.4% | +11.2% | -11.6% | -16.0% |
| All | -18.5% | +20.9% | -39.3% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling