+65.3%
CF vs DBX
+25.2%
+40.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.6% |
| 7D | +10.4% | -8.1% | +18.5% | +10.8% |
| 30D | +7.6% | -4.9% | +12.5% | +7.8% |
| 3M | +5.2% | -2.7% | +7.9% | +5.3% |
| 6M | -0.1% | +25.2% | -25.3% | -1.5% |
| YTD | +61.7% | +19.3% | +42.4% | +59.5% |
| 1Y | +50.3% | +6.6% | +43.7% | +50.4% |
| All | +65.3% | +25.2% | +40.1% | +61.5% |
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