-33.6%
CLX vs DBX
+21.2%
-54.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -1.4% |
| 7D | -3.5% | -1.3% | -2.2% | -3.5% |
| 30D | -11.9% | -2.9% | -9.0% | -11.7% |
| 3M | -2.6% | +23.8% | -26.5% | -3.2% |
| 6M | -18.2% | +26.2% | -44.4% | -18.5% |
| YTD | -5.9% | +21.6% | -27.5% | -6.1% |
| 1Y | -23.8% | +11.4% | -35.3% | -23.8% |
| 3Y | -33.6% | +21.3% | -54.9% | -35.4% |
| All | -33.6% | +21.2% | -54.8% | -35.4% |
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