-39.2%
CAG vs DBX
+19.3%
-58.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.1% |
| 7D | -6.6% | +0.3% | -6.9% | -6.6% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +16.3% | +26.1% | -9.8% | +14.4% |
| 6M | -16.0% | +29.4% | -45.4% | -17.6% |
| YTD | -7.7% | +24.4% | -32.1% | -9.2% |
| 1Y | -16.0% | +10.9% | -26.9% | -16.9% |
| 3Y | -37.7% | +24.1% | -61.8% | -39.5% |
| 5Y | -41.2% | +7.8% | -49.0% | -42.7% |
| All | -39.2% | +19.3% | -58.5% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling