-2.7%
CEG vs DBX
+20.4%
-23.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +4.4% |
| 7D | +8.0% | -2.4% | +10.5% | +7.5% |
| 30D | +12.9% | -0.5% | +13.4% | +12.9% |
| 3M | +13.2% | +28.1% | -14.9% | +19.7% |
| 6M | -7.0% | +33.1% | -40.1% | +0.7% |
| YTD | -15.0% | +25.3% | -40.3% | -8.6% |
| 1Y | -2.7% | +18.3% | -21.1% | +4.9% |
| All | -2.7% | +20.4% | -23.2% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling