+38.8%
CFG vs DBX
+20.4%
+18.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | -0.1% |
| 7D | +1.5% | -2.4% | +4.0% | +1.5% |
| 30D | -3.8% | -0.5% | -3.3% | -3.8% |
| 3M | +11.5% | +28.1% | -16.6% | +11.8% |
| 6M | +19.2% | +33.1% | -13.9% | +20.3% |
| YTD | +23.7% | +25.3% | -1.6% | +25.1% |
| 1Y | +38.8% | +18.3% | +20.5% | +39.9% |
| All | +38.8% | +20.4% | +18.4% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling