-5.7%
CDW vs DBX
+15.8%
-21.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.0% | +10.8% | +7.0% |
| 7D | +9.3% | -8.6% | +17.9% | +12.9% |
| 30D | +15.8% | -5.2% | +21.0% | +18.1% |
| 3M | +21.8% | -6.4% | +28.2% | +24.5% |
| 6M | +58.8% | +12.7% | +46.0% | +51.3% |
| YTD | +22.8% | +17.2% | +5.6% | +14.8% |
| 1Y | +17.9% | +5.5% | +12.4% | +14.2% |
| 3Y | -17.4% | +24.1% | -41.5% | -27.9% |
| 5Y | -5.7% | +14.2% | -19.9% | -16.8% |
| All | -5.7% | +15.8% | -21.5% | -16.8% |
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