-2.7%
CLX vs DBX
+20.1%
-22.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | -9.2% | -2.4% | -6.8% | -9.1% |
| 30D | -11.0% | -0.5% | -10.6% | -11.0% |
| 3M | +5.0% | +28.1% | -23.0% | +3.2% |
| 6M | -18.8% | +33.1% | -51.9% | -20.5% |
| YTD | -4.4% | +25.3% | -29.7% | -6.0% |
| 1Y | -21.9% | +18.3% | -40.2% | -22.9% |
| 3Y | -32.8% | +25.0% | -57.8% | -34.5% |
| 5Y | -34.6% | +7.5% | -42.1% | -36.3% |
| All | -2.7% | +20.1% | -22.8% | -11.1% |
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