+193.1%
CB vs DBX
+20.1%
+173.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +0.5% | -2.4% | +2.9% | +0.8% |
| 30D | -3.1% | -0.5% | -2.6% | -3.1% |
| 3M | +9.0% | +28.1% | -19.1% | +5.8% |
| 6M | +2.9% | +33.1% | -30.2% | -0.9% |
| YTD | +10.1% | +25.3% | -15.2% | +6.8% |
| 1Y | +22.8% | +18.3% | +4.4% | +19.7% |
| 3Y | +73.8% | +25.0% | +48.8% | +65.9% |
| 5Y | +99.2% | +7.5% | +91.6% | +90.4% |
| All | +193.1% | +20.1% | +173.0% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling