-22.8%
CDW vs DBX
+7.2%
-30.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -4.2% |
| 7D | -3.9% | -1.3% | -2.6% | -3.4% |
| 30D | +6.9% | -2.9% | +9.8% | +8.0% |
| 3M | +7.7% | +23.8% | -16.2% | -0.2% |
| 6M | +18.3% | +26.2% | -7.9% | +8.3% |
| YTD | +7.8% | +21.6% | -13.9% | -0.2% |
| 1Y | -12.2% | +11.4% | -23.6% | -16.5% |
| 3Y | -28.9% | +21.3% | -50.2% | -36.8% |
| 5Y | -22.8% | +6.7% | -29.4% | -35.4% |
| All | -22.8% | +7.2% | -30.0% | -35.4% |
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