+16.1%
CLX vs DBX
+15.6%
+0.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +9.5% | -3.3% | +12.8% | +9.7% |
| 30D | +30.7% | -5.9% | +36.6% | +31.2% |
| 3M | +4.2% | -6.7% | +10.9% | +4.6% |
| 6M | +22.1% | +28.0% | -5.9% | +19.9% |
| YTD | +14.1% | +20.6% | -6.5% | +12.3% |
| 1Y | +10.3% | +10.3% | 0.0% | +9.2% |
| 3Y | -7.8% | +24.0% | -31.9% | -10.3% |
| 5Y | -20.8% | +24.2% | -45.1% | -23.8% |
| All | +16.1% | +15.6% | +0.5% | +6.2% |
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