+22.2%
DBX vs CLBK
+65.5%
-43.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.1% | -1.5% | +3.5% | +2.5% |
| 30D | +5.7% | -1.0% | +6.8% | +6.0% |
| 3M | +31.8% | +22.9% | +8.9% | +24.6% |
| 6M | +37.5% | +44.2% | -6.7% | +24.4% |
| YTD | +27.9% | +64.0% | -36.1% | +11.7% |
| 1Y | +15.0% | +65.7% | -50.6% | -0.1% |
| 3Y | +27.2% | +54.1% | -26.9% | +10.4% |
| 5Y | +12.8% | +44.7% | -31.9% | -4.9% |
| All | +22.2% | +65.5% | -43.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling