+1,401.6%
CRS vs DBX
+8.4%
+1,393.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.6% |
| 7D | -4.1% | -1.8% | -2.3% | -3.6% |
| 30D | -16.6% | +2.8% | -19.4% | -17.5% |
| 3M | -14.3% | +26.8% | -41.0% | -21.1% |
| 6M | +11.6% | +32.8% | -21.2% | -0.5% |
| YTD | +42.6% | +26.1% | +16.5% | +29.3% |
| 1Y | +81.8% | +14.1% | +67.7% | +71.1% |
| 3Y | +632.1% | +25.7% | +606.3% | +533.0% |
| 5Y | +1,401.6% | +11.2% | +1,390.5% | +1,108.3% |
| All | +1,401.6% | +8.4% | +1,393.2% | +1,108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling