-39.3%
CAG vs DBX
+25.2%
-64.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | -5.9% | -1.8% | -4.1% | -5.9% |
| 30D | -1.5% | +2.8% | -4.4% | -1.6% |
| 3M | +11.5% | +26.8% | -15.3% | +11.4% |
| 6M | -15.7% | +32.8% | -48.5% | -15.4% |
| YTD | -10.2% | +26.1% | -36.3% | -9.9% |
| 1Y | -18.1% | +14.1% | -32.2% | -18.0% |
| All | -39.3% | +25.2% | -64.4% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling