-10.2%
CLX vs DBX
+22.3%
-32.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +13.6% | -7.3% | +21.0% | +13.9% |
| 30D | +29.1% | -5.7% | +34.8% | +29.3% |
| 3M | +1.6% | -6.3% | +7.9% | +1.7% |
| 6M | +18.7% | +12.1% | +6.6% | +18.3% |
| YTD | +11.1% | +16.5% | -5.5% | +11.1% |
| 1Y | +7.0% | +6.1% | +0.9% | +7.3% |
| All | -10.2% | +22.3% | -32.5% | -9.5% |
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