+74.7%
CART vs DBX
+25.1%
+49.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | 0.0% |
| 7D | -0.6% | -8.1% | +7.6% | +1.9% |
| 30D | +23.1% | -4.9% | +28.0% | +24.9% |
| 3M | +19.2% | -2.7% | +21.9% | +19.8% |
| 6M | +45.7% | +25.2% | +20.5% | +36.0% |
| YTD | +30.9% | +19.3% | +11.6% | +22.7% |
| 1Y | +50.2% | +6.6% | +43.6% | +44.0% |
| 3Y | +133.5% | +24.6% | +108.9% | +101.6% |
| All | +74.7% | +25.1% | +49.6% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling