+220.7%
CF vs DBX
+7.0%
+213.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.0% |
| 7D | +6.0% | -2.4% | +8.4% | +6.2% |
| 30D | +14.8% | -0.5% | +15.3% | +14.8% |
| 3M | +14.1% | +28.1% | -14.0% | +11.0% |
| 6M | +28.5% | +33.1% | -4.6% | +23.8% |
| YTD | +74.9% | +25.3% | +49.7% | +69.8% |
| 1Y | +61.7% | +18.3% | +43.3% | +58.0% |
| 3Y | +80.3% | +25.0% | +55.3% | +72.2% |
| All | +220.7% | +7.0% | +213.8% | +218.2% |
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