+629.1%
CRS vs DBX
+23.5%
+605.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -18.1% | 0.0% | -18.1% | -18.2% |
| 3M | -12.4% | +26.1% | -38.5% | -16.5% |
| 6M | +15.9% | +29.4% | -13.4% | +9.3% |
| YTD | +45.8% | +24.4% | +21.4% | +39.0% |
| 1Y | +87.8% | +10.9% | +76.9% | +86.1% |
| All | +629.1% | +23.5% | +605.5% | +539.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling