-8.2%
CLX vs DBX
+22.6%
-30.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -5.7% | +2.1% | -7.8% | -5.8% |
| 30D | -17.0% | +5.7% | -22.8% | -17.4% |
| 3M | -9.7% | +31.8% | -41.5% | -11.4% |
| 6M | -19.8% | +37.5% | -57.3% | -21.7% |
| YTD | -9.8% | +27.9% | -37.8% | -11.5% |
| 1Y | -26.2% | +15.0% | -41.2% | -27.1% |
| 3Y | -36.2% | +27.2% | -63.4% | -38.0% |
| 5Y | -38.3% | +12.8% | -51.1% | -40.2% |
| All | -8.2% | +22.6% | -30.8% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling