+22.3%
DBX vs CRL
+169.0%
-146.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.9% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -0.5% | +10.7% | -11.1% | -3.7% |
| 3M | +28.1% | +55.3% | -27.2% | +10.8% |
| 6M | +33.1% | +60.7% | -27.6% | +12.4% |
| YTD | +25.3% | +44.6% | -19.3% | +9.0% |
| 1Y | +18.3% | +77.7% | -59.4% | -5.1% |
| 3Y | +25.0% | +37.6% | -12.6% | +2.6% |
| 5Y | +7.5% | -35.8% | +43.4% | +20.3% |
| All | +22.3% | +169.0% | -146.7% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling