-6.5%
CF vs DBX
+42.6%
-49.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.1% |
| 7D | +0.4% | -1.5% | +1.9% | +0.3% |
| 30D | +2.2% | +6.0% | -3.8% | +3.0% |
| 3M | +2.1% | +2.2% | -0.1% | +2.8% |
| 6M | -6.5% | +40.7% | -47.3% | +1.8% |
| All | -6.5% | +42.6% | -49.2% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling