+21.3%
DBX vs CLBK
+55.4%
-34.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | -2.9% | +7.8% | -10.6% | -4.7% |
| 3M | +23.8% | +23.9% | 0.0% | +17.1% |
| 6M | +26.2% | +42.3% | -16.1% | +15.1% |
| YTD | +21.6% | +65.4% | -43.8% | +6.7% |
| 1Y | +11.4% | +70.3% | -58.9% | -3.4% |
| 3Y | +21.3% | +54.5% | -33.2% | +6.9% |
| All | +21.3% | +55.4% | -34.1% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling