+62.4%
CART vs DBX
+22.5%
+39.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | 0.0% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | +29.7% | +5.0% | +24.6% | +26.8% |
| 3M | +29.7% | +4.6% | +25.1% | +26.5% |
| 6M | +36.8% | +43.9% | -7.1% | +11.4% |
| YTD | +31.7% | +29.9% | +1.8% | +13.8% |
| 1Y | +62.4% | +24.6% | +37.8% | +44.0% |
| All | +62.4% | +22.5% | +39.8% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling