+101.4%
CI vs DBX
+15.6%
+85.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +1.2% | -3.3% | +4.4% | +1.6% |
| 30D | +2.6% | -5.9% | +8.4% | +3.5% |
| 3M | +7.4% | -6.7% | +14.1% | +8.4% |
| 6M | -0.1% | +28.0% | -28.1% | -4.4% |
| YTD | +9.7% | +20.6% | -10.9% | +5.5% |
| 1Y | +12.1% | +10.3% | +1.8% | +9.3% |
| 3Y | +7.0% | +24.0% | -17.0% | -0.3% |
| 5Y | +49.7% | +24.2% | +25.5% | +36.9% |
| All | +101.4% | +15.6% | +85.8% | +62.0% |
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