-50.1%
CCI vs DBX
+8.4%
-58.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.9% |
| 7D | -4.4% | -1.8% | -2.6% | -4.1% |
| 30D | +0.3% | +2.8% | -2.5% | -0.2% |
| 3M | -20.0% | +26.8% | -46.7% | -22.8% |
| 6M | -14.5% | +32.8% | -47.3% | -18.4% |
| YTD | -14.9% | +26.1% | -40.9% | -18.2% |
| 1Y | -17.7% | +14.1% | -31.8% | -19.9% |
| 3Y | -12.4% | +25.7% | -38.1% | -18.4% |
| 5Y | -50.1% | +11.2% | -61.3% | -55.8% |
| All | -50.1% | +8.4% | -58.6% | -55.8% |
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 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