+50.2%
CART vs DBX
+8.4%
+41.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | -0.4% |
| 7D | -0.6% | -8.1% | +7.6% | +3.1% |
| 30D | +23.1% | -4.9% | +28.0% | +25.8% |
| 3M | +19.2% | -2.7% | +21.9% | +19.9% |
| 6M | +45.7% | +25.2% | +20.5% | +29.3% |
| YTD | +30.9% | +19.3% | +11.6% | +17.3% |
| 1Y | +50.2% | +6.6% | +43.6% | +43.6% |
| All | +50.2% | +8.4% | +41.7% | +43.6% |
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