+55.4%
CG vs DBX
+21.2%
+34.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.2% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | -3.2% | -2.9% | -0.3% | -2.2% |
| 3M | +6.2% | +23.8% | -17.6% | -1.1% |
| 6M | -4.7% | +26.2% | -30.9% | -12.6% |
| YTD | -20.6% | +21.6% | -42.2% | -26.3% |
| 1Y | -26.4% | +11.4% | -37.8% | -29.9% |
| 3Y | +55.4% | +21.3% | +34.1% | +31.7% |
| All | +55.4% | +21.2% | +34.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling