+138.1%
CFG vs DBX
+19.3%
+118.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.5% |
| 7D | -0.6% | +0.3% | -0.8% | -0.7% |
| 30D | -4.5% | 0.0% | -4.5% | -4.7% |
| 3M | +6.3% | +26.1% | -19.8% | -0.9% |
| 6M | +20.6% | +29.4% | -8.8% | +10.4% |
| YTD | +21.2% | +24.4% | -3.2% | +12.1% |
| 1Y | +38.2% | +10.9% | +27.3% | +31.6% |
| 3Y | +185.9% | +24.1% | +161.9% | +156.5% |
| 5Y | +97.0% | +7.8% | +89.2% | +78.5% |
| All | +138.1% | +19.3% | +118.8% | +79.4% |
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