-2.7%
CCI vs DBX
+19.3%
-21.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.4% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | -17.8% | +26.1% | -43.9% | -20.6% |
| 6M | -14.2% | +29.4% | -43.5% | -17.7% |
| YTD | -13.3% | +24.4% | -37.8% | -16.5% |
| 1Y | -16.6% | +10.9% | -27.5% | -18.5% |
| 3Y | -10.8% | +24.1% | -34.9% | -15.8% |
| 5Y | -50.3% | +7.8% | -58.1% | -53.1% |
| All | -2.7% | +19.3% | -21.9% | -17.0% |
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