+46.0%
CART vs DBX
+9.0%
+36.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +1.3% | -3.3% | +4.6% | +2.7% |
| 30D | +19.2% | -5.9% | +25.0% | +22.3% |
| 3M | +17.6% | -6.7% | +24.2% | +20.8% |
| 6M | +47.4% | +28.0% | +19.4% | +29.2% |
| YTD | +30.9% | +20.6% | +10.3% | +16.7% |
| 1Y | +46.0% | +10.3% | +35.7% | +37.0% |
| All | +46.0% | +9.0% | +36.9% | +37.0% |
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