+189.7%
CB vs DBX
+19.3%
+170.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | 0.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +4.2% | +26.1% | -21.9% | +1.3% |
| 6M | +4.7% | +29.4% | -24.6% | +1.2% |
| YTD | +8.8% | +24.4% | -15.6% | +5.6% |
| 1Y | +22.6% | +10.9% | +11.8% | +20.4% |
| 3Y | +70.6% | +24.1% | +46.6% | +63.0% |
| 5Y | +99.4% | +7.8% | +91.7% | +90.6% |
| All | +189.7% | +19.3% | +170.5% | +149.7% |
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