-41.3%
CAG vs DBX
+22.6%
-63.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -5.7% | +2.1% | -7.8% | -5.8% |
| 30D | -2.4% | +5.7% | -8.1% | -2.8% |
| 3M | +9.8% | +31.8% | -22.0% | +7.7% |
| 6M | -10.8% | +37.5% | -48.3% | -12.9% |
| YTD | -10.8% | +27.9% | -38.7% | -12.5% |
| 1Y | -19.0% | +15.0% | -34.0% | -20.0% |
| 3Y | -39.7% | +27.2% | -66.9% | -41.5% |
| 5Y | -43.0% | +12.8% | -55.8% | -44.6% |
| All | -41.3% | +22.6% | -63.9% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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