+104.4%
CI vs DBX
+14.3%
+90.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.9% |
| 7D | -1.3% | -8.1% | +6.8% | 0.0% |
| 30D | +6.4% | -4.9% | +11.3% | +7.2% |
| 3M | +10.7% | -2.7% | +13.4% | +10.9% |
| 6M | +5.5% | +25.2% | -19.7% | +1.3% |
| YTD | +11.4% | +19.3% | -7.9% | +7.2% |
| 1Y | +15.0% | +6.6% | +8.4% | +12.8% |
| 3Y | +9.0% | +24.6% | -15.6% | +1.4% |
| 5Y | +52.0% | +23.5% | +28.5% | +39.0% |
| All | +104.4% | +14.3% | +90.1% | +64.7% |
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 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