+126.9%
CDW vs DBX
+19.3%
+107.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.2% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | +4.9% | 0.0% | +4.9% | +4.8% |
| 3M | +7.3% | +26.1% | -18.8% | 0.0% |
| 6M | +19.2% | +29.4% | -10.2% | +9.6% |
| YTD | +6.2% | +24.4% | -18.2% | -1.3% |
| 1Y | -14.0% | +10.9% | -24.9% | -17.6% |
| 3Y | -30.0% | +24.1% | -54.1% | -36.6% |
| 5Y | -23.6% | +7.8% | -31.3% | -30.2% |
| All | +126.9% | +19.3% | +107.6% | +80.7% |
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