+110.9%
CF vs DBX
+24.0%
+86.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +4.8% | -3.3% | +8.0% | +5.1% |
| 30D | +4.7% | -5.9% | +10.6% | +5.3% |
| 3M | +7.4% | -6.7% | +14.1% | +8.0% |
| 6M | +0.6% | +28.0% | -27.4% | -2.3% |
| YTD | +64.1% | +20.6% | +43.5% | +59.7% |
| 1Y | +51.4% | +10.3% | +41.1% | +49.2% |
| 3Y | +67.8% | +24.0% | +43.8% | +59.8% |
| All | +110.9% | +24.0% | +86.9% | +109.5% |
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 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