+1,129.8%
CRS vs DBX
+16.6%
+1,113.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -19.6% | -2.9% | -16.7% | -19.0% |
| 3M | -8.1% | +23.8% | -31.9% | -15.3% |
| 6M | +18.6% | +26.2% | -7.6% | +6.7% |
| YTD | +45.9% | +21.6% | +24.2% | +32.5% |
| 1Y | +82.5% | +11.4% | +71.0% | +70.4% |
| 3Y | +648.9% | +21.3% | +627.6% | +559.0% |
| 5Y | +1,438.1% | +6.7% | +1,431.5% | +1,276.5% |
| All | +1,129.8% | +16.6% | +1,113.2% | +824.5% |
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