+98.3%
CRS vs DBX
+20.4%
+77.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.3% |
| 7D | -0.2% | -2.4% | +2.2% | -0.6% |
| 30D | -16.6% | -0.5% | -16.1% | -16.7% |
| 3M | -3.5% | +28.1% | -31.5% | +2.2% |
| 6M | +15.4% | +33.1% | -17.7% | +25.6% |
| YTD | +51.2% | +25.3% | +25.9% | +65.6% |
| 1Y | +98.3% | +18.3% | +79.9% | +118.7% |
| All | +98.3% | +20.4% | +77.9% | +118.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling