+593.1%
CEG vs DBX
+38.0%
+555.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +12.1% | -3.3% | +15.4% | +12.6% |
| 30D | +0.2% | -5.9% | +6.1% | +0.9% |
| 3M | +0.7% | -6.7% | +7.4% | +1.2% |
| 6M | +2.2% | +28.0% | -25.7% | -5.2% |
| YTD | -20.3% | +20.6% | -40.9% | -25.5% |
| 1Y | -16.1% | +10.3% | -26.4% | -19.4% |
| 3Y | +134.7% | +24.0% | +110.6% | +110.2% |
| All | +593.1% | +38.0% | +555.0% | +481.1% |
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