+90.5%
CI vs DBX
+20.1%
+70.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | +4.4% | -0.5% | +4.9% | +4.4% |
| 3M | +0.7% | +28.1% | -27.4% | -3.4% |
| 6M | +0.3% | +33.1% | -32.7% | -4.8% |
| YTD | +3.8% | +25.3% | -21.5% | -0.7% |
| 1Y | -5.5% | +18.3% | -23.8% | -8.9% |
| 3Y | +8.1% | +25.0% | -16.9% | +0.8% |
| 5Y | +42.8% | +7.5% | +35.3% | +34.4% |
| All | +90.5% | +20.1% | +70.4% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling