+45.0%
CG vs DBX
+26.6%
+18.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +0.2% | -3.3% | +3.4% | +1.0% |
| 30D | +11.2% | -5.9% | +17.1% | +13.1% |
| 3M | -22.1% | -6.7% | -15.4% | -20.8% |
| 6M | -17.9% | +28.0% | -45.9% | -25.0% |
| YTD | -31.3% | +20.6% | -51.9% | -36.4% |
| 1Y | -24.0% | +10.3% | -34.3% | -27.4% |
| 3Y | +45.0% | +24.0% | +20.9% | +25.7% |
| All | +45.0% | +26.6% | +18.4% | +25.7% |
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