+103.8%
CFG vs DBX
+10.4%
+93.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.6% |
| 7D | +1.5% | -2.4% | +4.0% | +2.2% |
| 30D | -3.8% | -0.5% | -3.3% | -3.9% |
| 3M | +11.5% | +28.1% | -16.6% | +3.3% |
| 6M | +19.2% | +33.1% | -13.9% | +7.9% |
| YTD | +23.7% | +25.3% | -1.6% | +14.2% |
| 1Y | +38.8% | +18.3% | +20.5% | +29.8% |
| 3Y | +178.9% | +25.0% | +153.9% | +145.6% |
| All | +103.8% | +10.4% | +93.4% | +71.3% |
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