+82.7%
CRS vs DBX
+15.5%
+67.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -0.9% |
| 7D | -6.8% | +2.1% | -8.9% | -6.4% |
| 30D | -16.1% | +5.7% | -21.9% | -15.3% |
| 3M | -21.2% | +31.8% | -53.0% | -16.2% |
| 6M | +8.7% | +37.5% | -28.8% | +18.6% |
| YTD | +41.0% | +27.9% | +13.1% | +55.1% |
| 1Y | +82.7% | +15.0% | +67.6% | +104.2% |
| All | +82.7% | +15.5% | +67.1% | +104.2% |
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 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