+7.8%
DBX vs CRL
-37.6%
+45.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +0.3% | -4.6% | +4.9% | +1.3% |
| 30D | 0.0% | +0.5% | -0.5% | -0.2% |
| 3M | +26.1% | +46.6% | -20.5% | +15.3% |
| 6M | +29.4% | +57.3% | -27.9% | +15.5% |
| YTD | +24.4% | +39.5% | -15.1% | +13.9% |
| 1Y | +10.9% | +76.9% | -66.0% | -5.1% |
| 3Y | +24.1% | +39.4% | -15.3% | +7.8% |
| 5Y | +7.8% | -37.2% | +44.9% | +15.2% |
| All | +7.8% | -37.6% | +45.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling