+73.0%
CF vs DBX
+26.1%
+46.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.1% |
| 7D | +6.0% | -2.4% | +8.4% | +6.1% |
| 30D | +14.8% | -0.5% | +15.3% | +14.8% |
| 3M | +14.1% | +28.1% | -14.0% | +12.2% |
| 6M | +28.5% | +33.1% | -4.6% | +25.4% |
| YTD | +74.9% | +25.3% | +49.7% | +71.8% |
| 1Y | +61.7% | +18.3% | +43.3% | +59.9% |
| All | +73.0% | +26.1% | +46.9% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling