-2.1%
CCI vs DBX
+22.6%
-24.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | -0.3% | +2.1% | -2.4% | -0.6% |
| 30D | +2.2% | +5.7% | -3.5% | +1.4% |
| 3M | -16.9% | +31.8% | -48.7% | -20.2% |
| 6M | -11.5% | +37.5% | -49.0% | -15.9% |
| YTD | -12.8% | +27.9% | -40.8% | -16.3% |
| 1Y | -17.1% | +15.0% | -32.1% | -19.4% |
| 3Y | -9.6% | +27.2% | -36.8% | -15.0% |
| 5Y | -48.9% | +12.8% | -61.7% | -52.1% |
| All | -2.1% | +22.6% | -24.7% | -16.8% |
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