+19.6%
DBX vs CLBK
+67.9%
-48.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -0.5% | +9.1% | -9.6% | -2.8% |
| 3M | +28.1% | +27.7% | +0.4% | +19.9% |
| 6M | +33.1% | +40.8% | -7.7% | +21.2% |
| YTD | +25.3% | +66.4% | -41.1% | +9.0% |
| 1Y | +18.3% | +72.4% | -54.0% | +1.7% |
| 3Y | +25.0% | +50.7% | -25.7% | +9.2% |
| 5Y | +7.5% | +42.9% | -35.4% | -8.8% |
| All | +19.6% | +67.9% | -48.3% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling