+73.5%
CART vs DBX
+22.9%
+50.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +2.4% |
| 7D | +1.5% | -8.6% | +10.1% | +4.1% |
| 30D | +22.4% | -5.2% | +27.6% | +24.3% |
| 3M | +16.5% | -6.4% | +22.9% | +18.5% |
| 6M | +44.9% | +12.7% | +32.1% | +39.1% |
| YTD | +30.0% | +17.2% | +12.8% | +22.5% |
| 1Y | +59.1% | +5.5% | +53.5% | +53.1% |
| 3Y | +138.8% | +24.1% | +114.7% | +106.7% |
| All | +73.5% | +22.9% | +50.6% | +52.2% |
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