+125.7%
CFG vs DBX
+15.6%
+110.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +3.2% | -3.3% | +6.5% | +4.0% |
| 30D | +5.1% | -5.9% | +11.0% | +6.7% |
| 3M | -11.2% | -6.7% | -4.6% | -10.0% |
| 6M | +9.6% | +28.0% | -18.4% | +1.0% |
| YTD | +15.0% | +20.6% | -5.6% | +6.8% |
| 1Y | +29.9% | +10.3% | +19.6% | +23.6% |
| 3Y | +192.1% | +24.0% | +168.0% | +160.9% |
| 5Y | +62.3% | +24.2% | +38.1% | +41.6% |
| All | +125.7% | +15.6% | +110.1% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling