+13.8%
DBX vs CRL
+222.4%
-208.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | +0.1% |
| 7D | -7.3% | -1.7% | -5.6% | -7.3% |
| 30D | -5.7% | +14.6% | -20.3% | -10.2% |
| 3M | -6.3% | +24.8% | -31.2% | -13.5% |
| 6M | +12.1% | +94.7% | -82.6% | -10.8% |
| YTD | +16.5% | +73.4% | -56.8% | -5.1% |
| 1Y | +6.1% | +104.7% | -98.6% | -18.7% |
| 3Y | +21.8% | +101.1% | -79.3% | -13.9% |
| 5Y | +19.1% | -10.8% | +29.9% | +16.7% |
| All | +13.8% | +222.4% | -208.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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