+383.6%
CAH vs DBX
+22.6%
+361.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -5.1% | +2.1% | -7.2% | -5.4% |
| 30D | +0.2% | +5.7% | -5.6% | -0.8% |
| 3M | +6.3% | +31.8% | -25.5% | +1.6% |
| 6M | +9.4% | +37.5% | -28.1% | +3.3% |
| YTD | +15.0% | +27.9% | -13.0% | +9.7% |
| 1Y | +55.4% | +15.0% | +40.4% | +50.6% |
| 3Y | +173.8% | +27.2% | +146.6% | +155.2% |
| 5Y | +395.2% | +12.8% | +382.4% | +363.1% |
| All | +383.6% | +22.6% | +361.0% | +286.9% |
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