+639.5%
CEG vs DBX
+43.4%
+596.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.4% |
| 7D | +8.0% | -2.4% | +10.5% | +8.5% |
| 30D | +12.9% | -0.5% | +13.4% | +12.8% |
| 3M | +13.2% | +28.1% | -14.9% | +6.4% |
| 6M | -7.0% | +33.1% | -40.1% | -14.4% |
| YTD | -15.0% | +25.3% | -40.3% | -20.5% |
| 1Y | -2.7% | +18.3% | -21.1% | -7.9% |
| 3Y | +184.1% | +25.0% | +159.0% | +157.0% |
| All | +639.5% | +43.4% | +596.1% | +520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling