+24.8%
DBX vs CRL
+42.4%
-17.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -2.2% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -0.5% | +10.7% | -11.1% | -1.9% |
| 3M | +28.1% | +55.3% | -27.2% | +20.2% |
| 6M | +33.1% | +60.7% | -27.6% | +23.9% |
| YTD | +25.3% | +44.6% | -19.3% | +18.3% |
| 1Y | +18.3% | +77.7% | -59.4% | +7.7% |
| All | +24.8% | +42.4% | -17.6% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling