+214.2%
CB vs DBX
+19.5%
+194.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.4% |
| 7D | +0.2% | -4.4% | +4.6% | +0.8% |
| 30D | +9.1% | +4.8% | +4.3% | +8.5% |
| 3M | +3.4% | +0.3% | +3.1% | +3.2% |
| 6M | +14.1% | +40.4% | -26.3% | +9.3% |
| YTD | +18.0% | +24.7% | -6.7% | +14.4% |
| 1Y | +30.1% | +20.9% | +9.2% | +26.5% |
| 3Y | +71.8% | +34.5% | +37.3% | +62.3% |
| 5Y | +101.8% | +24.6% | +77.2% | +89.7% |
| All | +214.2% | +19.5% | +194.7% | +170.4% |
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