+62.0%
CFG vs DBX
+23.7%
+38.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.1% |
| 7D | -0.9% | -4.4% | +3.5% | +0.3% |
| 30D | +1.1% | +4.8% | -3.7% | -0.3% |
| 3M | -12.0% | +0.3% | -12.3% | -12.5% |
| 6M | -2.2% | +40.4% | -42.6% | -13.2% |
| YTD | +11.4% | +24.7% | -13.3% | +2.5% |
| 1Y | +27.8% | +20.9% | +7.0% | +18.3% |
| 3Y | +173.3% | +34.5% | +138.8% | +131.1% |
| All | +62.0% | +23.7% | +38.3% | +35.2% |
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