+626.9%
CEG vs DBX
+42.4%
+584.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.2% |
| 7D | +1.3% | +0.3% | +1.1% | +1.2% |
| 30D | +8.8% | 0.0% | +8.8% | +8.6% |
| 3M | +17.0% | +26.1% | -9.1% | +10.3% |
| 6M | -8.7% | +29.4% | -38.1% | -15.3% |
| YTD | -16.4% | +24.4% | -40.9% | -21.7% |
| 1Y | -1.8% | +10.9% | -12.6% | -5.0% |
| 3Y | +175.8% | +24.1% | +151.7% | +149.9% |
| All | +626.9% | +42.4% | +584.5% | +510.3% |
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