-36.8%
CLX vs DBX
+8.9%
-45.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.3% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -15.8% | 0.0% | -15.8% | -15.8% |
| 3M | -7.9% | +26.1% | -34.0% | -9.2% |
| 6M | -19.0% | +29.4% | -48.4% | -20.3% |
| YTD | -7.9% | +24.4% | -32.4% | -9.1% |
| 1Y | -25.4% | +10.9% | -36.2% | -25.8% |
| 3Y | -35.0% | +24.1% | -59.1% | -36.5% |
| 5Y | -36.8% | +7.8% | -44.5% | -40.9% |
| All | -36.8% | +8.9% | -45.6% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling