+19.6%
CME vs DBX
+22.5%
-3.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +1.0% |
| 7D | +4.8% | -1.1% | +6.0% | +5.0% |
| 30D | +14.2% | +5.0% | +9.1% | +13.6% |
| 3M | +17.9% | +4.6% | +13.3% | +17.3% |
| 6M | +7.2% | +43.9% | -36.7% | +4.2% |
| YTD | +16.7% | +29.9% | -13.1% | +14.8% |
| 1Y | +19.6% | +24.6% | -5.1% | +18.3% |
| All | +19.6% | +22.5% | -3.0% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling