+41.9%
CI vs DBX
+7.2%
+34.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -1.8% | -2.9% | +1.1% | -1.6% |
| 3M | -4.2% | +23.8% | -28.1% | -6.4% |
| 6M | +2.7% | +26.2% | -23.5% | -0.1% |
| YTD | +1.9% | +21.6% | -19.7% | -0.5% |
| 1Y | -6.3% | +11.4% | -17.7% | -7.7% |
| 3Y | +3.9% | +21.3% | -17.4% | -1.2% |
| 5Y | +41.9% | +6.7% | +35.2% | +34.9% |
| All | +41.9% | +7.2% | +34.7% | +34.9% |
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