+160.2%
CDE vs DBX
+19.3%
+140.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.0% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | +15.7% | 0.0% | +15.7% | +15.5% |
| 3M | +30.5% | +26.1% | +4.4% | +21.2% |
| 6M | -7.4% | +29.4% | -36.7% | -15.8% |
| YTD | +17.9% | +24.4% | -6.5% | +8.4% |
| 1Y | +46.7% | +10.9% | +35.8% | +39.3% |
| 3Y | +851.3% | +24.1% | +827.2% | +756.8% |
| 5Y | +202.9% | +7.8% | +195.2% | +174.5% |
| All | +160.2% | +19.3% | +140.9% | +118.6% |
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